@article{5a84844b7fb64a4eb22d3dcccc1d20c2,
title = "ASYMPTOTIC NORMALITY OF THE QUASI-MAXIMUM LIKELIHOOD ESTIMATOR FOR MULTIDIMENSIONAL CAUSAL PROCESSES",
keywords = "Quasi-maximum likelihood estimator, strong consistency, asymptotic normality, multidimensional causal processes, multivariate ARMA-GARCH processes",
author = "Jean-Marc Bardet and Olivier Wintenberger",
year = "2009",
month = oct,
doi = "10.1214/08-AOS674",
language = "English",
volume = "37",
pages = "2730--2759",
journal = "Annals of Statistics",
issn = "0090-5364",
publisher = "Institute of Mathematical Statistics",
number = "5B",
}