multivariate normality 中文意思是什麼
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We will give the asymptotic normality and consistency of mle for multivariate model with constant correlation introduced by bollerslev ( 1990 ). 3. moreover we will introduce the agarch model with non - normal distribution and have empirical study shows that the model suggested is feasible
在多維的情形下,著重研究bollerslev ( 1990 )提出的常數相關的多維garch模型的極大似然估計( mle )的漸近正態性和相合性。
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