scientific article; zbMATH DE number 148768

MaRDI QIDQ4031244zbMATH OpenFDO

Authors Patrick Ango Nze

Publication date 1 April 1993

zbMATH Keywords

ergodicity criteriafinancial modelsquasi-linear ARMA

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Adaptive estimation of mean and volatility functions in (auto-)regressive models.
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• The local bootstrap for Markov processes
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