scientific article; zbMATH DE number 806608

MaRDI QIDQ4850459zbMATH OpenFDO

Authors Didier Dacunha-Castelle, Elisabeth Gassiat

Publication date 5 March 1996

zbMATH Keywords

ARMA modelsboundary pointsconic statistical modellikelihood testslimit statistics

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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