Short‐Memory Linear Processes and Econometric Applications
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Publication:3067748
DOI10.1002/9781118007686zbMath1242.62102OpenAlexW2492925252MaRDI QIDQ3067748
Publication date: 13 January 2011
Full work available at URL: https://doi.org/10.1002/9781118007686
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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