scientific article; zbMATH DE number 1069586
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Publication:4356547
zbMATH Open0881.62091MaRDI QIDQ4356547FDOQ4356547
Authors: Kamal C. Chanda 
Publication date: 8 February 1998
Title of this publication is not available (Why is that?)
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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- Asymptotic properties of serial covariances for nonlinear stationary processes
- Asymptotic properties of estimators for autoregressive models with errors in variables
- An asymptotic theory for sample covariances of Bernoulli shifts
- On the multidimensional asymptotic distribution of covariance estimates of stationary mixing sequences
- Some limit theory for autocovariances whose order depends on sample size
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