scientific article; zbMATH DE number 562294
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Publication:4290503
zbMath0790.62086MaRDI QIDQ4290503
Publication date: 28 June 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
consistencyasymptotic normalitymaximum likelihood estimatorstationarityleast squares estimatormultiple autoregressive modelsconditional hetero-covariance matrixMARCH models
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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