scientific article; zbMATH DE number 4145191

MaRDI QIDQ3476162zbMATH OpenFDO

Authors Kexue Lu, Renjie Shi

Publication date 1988

zbMATH Keywords

convergence ratemartingalesmodified least squares estimationrandom fieldsStrong consistencytwo-parameter autoregressive process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99)

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