scientific article; zbMATH DE number 2049028

zbMATH Open1034.62087MaRDI QIDQ4452842FDOQ4452842

Authors: Miroslav M. Ristić, Biljana Popović 

Publication date: 2 March 2004

Full work available at URL: https://eudml.org/doc/123415

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zbMATH Keywords

asymptotic normalityconditional least squares estimationUAR

Mathematics Subject Classification ID

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

Cited In (1)

• A new uniform AR(1) time series model (NUAR(1))

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