Estimation of the parameters of stochastic difference equations
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Publication:1171857
DOI10.1214/aos/1176345457zbMath0499.62082OpenAlexW2036395070MaRDI QIDQ1171857
Wayne A. Fuller, David P. Hasza, J. Jeffery Goebel
Publication date: 1981
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345457
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Random operators and equations (aspects of stochastic analysis) (60H25)
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