Local and global identification and strong consistency in time series models
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Publication:1148645
DOI10.1016/0304-4076(78)90048-9zbMath0452.62074MaRDI QIDQ1148645
Publication date: 1978
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(78)90048-9
strong consistency; time series models; local identification; global identification; sequence of criterion functions; simultaneous ARMAX model
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)