scientific article; zbMATH DE number 1925813

MaRDI QIDQ4707356zbMATH OpenFDO

Authors Takayuki Shiohama

Publication date 21 October 2003

zbMATH Keywords

asymptotic efficiencytime series regressionchange pointsmaximum likelihood estimatorBayes estimator

Mathematics Subject Classification ID

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

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