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Latest revision as of 17:49, 5 March 2024
scientific article; zbMATH DE number 2148871
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 2148871 |
Statements
21 March 2005
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ARCH model
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ARCH\((\infty)\)-SM model
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stochastic regression
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asymptotically efficient estimator
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asymptotically optimal test
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GARCH model
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Gaussian process
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LAN
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residual empirical process
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weak convergence
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