scientific article; zbMATH DE number 2051038

zbMATH Open1042.62083MaRDI QIDQ4453312FDOQ4453312

Takayuki Shiohama, Masanobu Taniguchi, Madan L. Puri

Publication date: 7 March 2004

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

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zbMATH Keywords

asymptotic efficiencychange pointtime series regressionmaximum likelihood estimatorBayes estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

Cited In (2)

• Title not available (Why is that?)
• Perpetuities and asymptotic change-point analysis

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