On stochastic estimation
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Publication:1262671
DOI10.1007/BF00053062zbMath0686.62065OpenAlexW2093549897MaRDI QIDQ1262671
Publication date: 1988
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00053062
local asymptotic normalitysimulation resultsfirst order autoregressive processeslocal random search procedure
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)
Cites Work
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