zbMath0395.62060MaRDI QIDQ4178357
S. S. Davidovich, Alexander V. Ivanov
Publication date: 1978
zbMATH Keywords
Gaussian ProcessStationary ProcessAsymptotically EfficientPhi Estimates
Mathematics Subject Classification ID
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)