Efficient estimation in invertible linear processes

MaRDI QIDQ6868117zbMATH OpenFDO

Authors Anton Schick, Wolfgang Wefelmeyer

Publication date 26 January 2026

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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