scientific article; zbMATH DE number 822170

MaRDI QIDQ4856307zbMATH OpenFDO

Authors Suodi Zhang, Jincheng Fan

Publication date 8 April 1996

zbMATH Keywords

central limit theoremdoubly stochastic time series modelmoment estimatestrong consistency

Mathematics Subject Classification ID

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

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