scientific article; zbMATH DE number 2148871

zbMath1059.62014MaRDI QIDQ4660424

Sangyeol Lee, Masanobu Taniguchi

Publication date: 21 March 2005

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

zbMATH Keywords

weak convergenceGaussian processLANGARCH modelARCH modelstochastic regressionasymptotically efficient estimatorresidual empirical processasymptotically optimal testARCH\((\infty)\)-SM model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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