On Bartlett’s Formula for Non‐linear Processes
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Publication:4379708
DOI10.1111/1467-9892.00067zbMath0910.62081OpenAlexW2144427864MaRDI QIDQ4379708
Alain F. Berlinet, Christian Francq
Publication date: 22 April 1999
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00067
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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