Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Asymptotic normality of the Quasi Maximum Likelihood Estimator for
  multidimensional causal processes   Strong consistency and asymptotic normality of the Quasi-Maximum Likelihood
Estimator (QMLE) are given for a general class of multidimensional causal
processes. For particular cases already studied in the literature (for instance
univariate or multivariate GARCH, ARCH, ARMA-GARCH processes) the assumptions
required for establishing these results are often weaker than existing
conditions. The QMLE asymptotic behavior is also given for numerous new
examples of univariate or multivariate processes (for instance TARCH or NLARCH
processes).

35
The categories of this paper are: mtrl-th
4
The categories of this paper are: cond-mat
15
The categories of this paper are: nucl-ex
5
The categories of this paper are: gr-qc
18
The categories of this paper are: econ
1
The categories of this paper are: cs
9
The categories of this paper are: nlin
37
The categories of this paper are: supr-con
19
The categories of this paper are: eess
34
The categories of this paper are: chem-ph
25
The categories of this paper are: patt-sol
17
The categories of this paper are: q-fin
26
The categories of this paper are: bayes-an
36
The categories of this paper are: cmp-lg
8
The categories of this paper are: hep-ex
27
The categories of this paper are: comp-gas