Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas
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Publication:4944642
DOI10.2307/3316109zbMath0946.62081OpenAlexW1894214642MaRDI QIDQ4944642
Alain F. Berlinet, Christian Francq
Publication date: 29 October 2000
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3316109
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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