scientific article; zbMATH DE number 1918631

MaRDI QIDQ4483597zbMATH OpenFDO

Authors Li Ping Jiang

Publication date 27 May 2003

zbMATH Keywords

additive noiseorder estimationAR model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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