scientific article; zbMATH DE number 1301877
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Publication:4247103
zbMath0922.62086MaRDI QIDQ4247103
Matthew Calder, Richard A. Davis
Publication date: 17 October 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum likelihood estimatorsimulationsleast squares estimatorARMA models\(M\)-estimatorsleast absolute deviation estimator
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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