Nonexistence of estimates which minimize \(x'V^{-1}x\) in an exponential type of stationary time series
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Publication:1145459
DOI10.1007/BF02480289zbMath0445.62103OpenAlexW2029964920MaRDI QIDQ1145459
Publication date: 1979
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02480289
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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