scientific article; zbMATH DE number 3558767
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Publication:4130802
zbMATH Open0358.62064MaRDI QIDQ4130802FDOQ4130802
Authors: Peter M. Robinson 
Publication date: 1976
Title of this publication is not available (Why is that?)
Exact distribution theory in statistics (62E15) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)
Cited In (5)
- Frequency domain estimation of temporally aggregated Gaussian cointegrated systems
- Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes
- Continuous time ARMA processes: discrete time representation and likelihood evaluation
- The estimation of systems of joint differential-difference equations
- Testing for seasonal unit roots by frequency domain regression
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