Nonexistence of estimates which minimize \(x'V^{-1}x\) in an exponential type of stationary time series
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Publication:1145459
DOI10.1007/BF02480289zbMath0445.62103MaRDI QIDQ1145459
Publication date: 1979
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02480289
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
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