scientific article; zbMATH DE number 2060186

MaRDI QIDQ4458416zbMATH OpenFDO

Authors Clélia M. C. Toloi, Raúl P. Mentz, Pedro A. Morettin

Publication date 17 March 2004

zbMATH Keywords

autoregressive moving average modelsbiasleast squaresmaximum likelihoodmethod of momentsresidual variancetime series

Mathematics Subject Classification ID

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

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