scientific article; zbMATH DE number 3984392

MaRDI QIDQ3747559zbMATH OpenFDO

Authors N. Kligene

Publication date 1986

zbMATH Keywords

asymptotic normalityasymptotic unbiasednessautoregressive Gaussian sequenceschange-point problemcumulative sumsKullback's divergencelogarithm of likelihood ratiosmeansprediction entropyvariances

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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