Publication:4742197
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zbMath0505.62078MaRDI QIDQ4742197
Publication date: 1983
consistency; asymptotic normality; least-squares estimator; estimation efficiency; sample autocorrelations; multivariate case; scalar linear process
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
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