scientific article; zbMATH DE number 4032841

MaRDI QIDQ3773103zbMATH OpenFDO

Authors M. B. Nevel'son, R. Z. Khas'minskiĭ

Publication date 1987

zbMATH Keywords

explanatory variablesdisturbancesstrong mixing conditionstationary autoregressive processfinite Fisher informationFisher scoring methodstationary ergodic stochastic process

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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