scientific article; zbMATH DE number 1069584

zbMATH Open0879.62083MaRDI QIDQ4356545FDOQ4356545

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Publication date: 22 January 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

time seriesfluctuationslikelihood functionglobal asymptotic behaviormean behaviour

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Cited In (3)

• Gaussian estimation of first order time series models with Bernoulli observations
• Title not available (Why is that?)
• The behaviour of the likelihood function for ARMA models

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