scientific article; zbMATH DE number 3881728

MaRDI QIDQ3347147zbMATH OpenFDO

Authors Masafumi Akahira

Publication date 1984

zbMATH Keywords

asymptotic deficiencyautoregressive processbias-adjusted maximum likelihood estimatormissing observationsecond order asymptotic efficiency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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