scientific article; zbMATH DE number 5836033

zbMATH Open1204.62160MaRDI QIDQ3068002FDOQ3068002

Authors: Jan Vrbik 

Publication date: 13 January 2011

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

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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)

Cited In (3)

• Moments of AR(k) Parameter Estimators
• Moments of AR(1)-Model Estimators
• Moments of the ARMA–EGARCH model

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