scientific article; zbMATH DE number 5836033

MaRDI QIDQ3068002zbMATH OpenFDO

Authors Jan Vrbik

Publication date 13 January 2011

Full work available at URL http://pphmj.com/abstract/5370.htm

zbMATH Keywords

normal approximationautocorrelationsampling distributionparameter estimatorsAR(2) model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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