scientific article; zbMATH DE number 1762071

MaRDI QIDQ4537682zbMATH OpenFDO

Authors Jinyu Li

Publication date 1 July 2002

Mathematics Subject Classification ID

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

Cited in

(1)

• CLS asymptotic variance for a particular relevant bilinear time series model

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