Joint asymptotic distributions of sample autocorrelations for time series of martingale differ\-ences (Q873873)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5135701
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Joint asymptotic distributions of sample autocorrelations for time series of martingale differ\-ences |
scientific article; zbMATH DE number 5135701 |
Statements
Joint asymptotic distributions of sample autocorrelations for time series of martingale differ\-ences (English)
0 references
20 March 2007
0 references
limiting standard errors
0 references
sample autocorrelations
0 references
exact joint asymptotic distribution
0 references
conditionally heteroscedastic time series
0 references
0.7670847177505493
0 references
0.7650461792945862
0 references
0.7643818259239197
0 references
0.7642390727996826
0 references
