scientific article; zbMATH DE number 1850757

MaRDI QIDQ4787901zbMATH OpenFDO

Authors Bernard Bercu, Abderrahmen Touati

Publication date 2002

zbMATH Keywords

maximum likelihood estimationlaw of iterated logarithmautoregressive Gaussian processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Foundations and philosophical topics in statistics (62A01) Strong limit theorems (60F15)

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