scientific article; zbMATH DE number 5224887

zbMath1145.62072MaRDI QIDQ5434016

Shiqing Ling

Publication date: 9 January 2008

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

zbMATH Keywords

asymptotic normalitymaximum likelihood estimatorstationaritygeometric ergodicitydouble autoregressive model

Mathematics Subject Classification ID

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

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