scientific article

zbMath0754.62077MaRDI QIDQ4015741

Peter C. B. Phillips

Publication date: 16 January 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

nonstationary time seriesfull information estimationspectral regressionerror correction model formatfull maximum likelihood estimationLAMN-familieslocally asymptotically mixed normal family

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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