scientific article; zbMATH DE number 4001262

MaRDI QIDQ4727243zbMATH OpenFDO

Authors Jiahua Chen

Publication date 1986

zbMATH Keywords

AR modelautoregressive time series modelerror momentmoment of sample autocovarianceYule-Walker estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(4)

• scientific article; zbMATH DE number 5836033 (Why is no real title available?)
• Moments of the ARMA–EGARCH model
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• Moments of AR(1)-Model Estimators

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