Book review of: K. T. Mynbaev, Short-memory linear processes and econometric applications

DOI10.1111/J.1467-842X.2012.00664.XzbMATH Open1334.00048MaRDI QIDQ2802797FDOQ2802797

Authors: Zudi Lu 

Publication date: 27 April 2016

Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84) Central limit and other weak theorems (60F05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) External book reviews (00A17)

Cites Work

• Stochastic convergence of weighted sums of random elements in linear spaces

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