scientific article; zbMATH DE number 3878196

MaRDI QIDQ3343274zbMATH OpenFDO

Authors N. Kligene

Publication date 1982

zbMATH Keywords

approximationboundary crossing probabilitieschange pointergodicityGaussian autoregressive sequencePartial sums of general innovationsstandard Wiener processstationaritytime series

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sequential estimation (62L12) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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