scientific article; zbMATH DE number 1057886

MaRDI QIDQ4352955zbMATH OpenFDO

Authors Masanobu Taniguchi

Publication date 4 September 1997

zbMATH Keywords

Edgeworth approximationhigher order asymptotic efficiencystudentized statisticstime series

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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