scientific article; zbMATH DE number 2148871
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Publication:4660424
zbMath1059.62014MaRDI QIDQ4660424
Sangyeol Lee, Masanobu Taniguchi
Publication date: 21 March 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
weak convergenceGaussian processLANGARCH modelARCH modelstochastic regressionasymptotically efficient estimatorresidual empirical processasymptotically optimal testARCH\((\infty)\)-SM model
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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