scientific article; zbMATH DE number 3921780

MaRDI QIDQ3696346zbMATH OpenFDO

Authors Christian Gouriéroux, Alain Trognon, Alain Monfort

Publication date 1984

zbMATH Keywords

asymptotic normalityautocorrelation score testautocorrelationsconsistencycumulative probabilitiesdiscretized ARMA modelfirst order autoregressivefirst order moving averageimplicit relationshipslatent variableslinear exponential familymean zero Gaussian ARMA processmomentsnormal distributionsprobit modelspseudo distributionpseudo-maximum likelihood estimatespseudo-score testsserial correlations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric inference (62G99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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