scientific article; zbMATH DE number 3797060

zbMath0505.62078MaRDI QIDQ4742197

Paul V. Kabaila

Publication date: 1983

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

zbMATH Keywords

consistencyasymptotic normalityleast-squares estimatorestimation efficiencysample autocorrelationsmultivariate casescalar linear process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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