Publication:3313158
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zbMath0531.62079MaRDI QIDQ3313158
William T. M. Dunsmuir, Peter M. Robinson
Publication date: 1981
strong law of large numbers; central limit theorem; autocorrelations; missing values; Yule-Walker equations; stationary ergodic process; amplitude modulated observations; asymptotic properties of autocovariances
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G05: Nonparametric estimation
62M09: Non-Markovian processes: estimation
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