scientific article; zbMATH DE number 2051038

MaRDI QIDQ4453312zbMATHFDO

Authors Takayuki Shiohama, Masanobu Taniguchi, Madan L. Puri

Publication date 7 March 2004

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)

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