Estimation in nonlinear time series models
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Publication:1079909
DOI10.1016/0304-4149(86)90099-2zbMath0598.62109OpenAlexW2092833922WikidataQ100558613 ScholiaQ100558613MaRDI QIDQ1079909
Publication date: 1986
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(86)90099-2
asymptotic normalitymaximum likelihood estimatesstrong consistencynonlinear time series modelsTaylor series expansionconditional least squaresergodic strictly stationary processes
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
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