scientific article; zbMATH DE number 854948
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Publication:4869732
zbMath0839.62085MaRDI QIDQ4869732
Murray Rosenblatt, Keh-Shin Lii
Publication date: 20 May 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic normalityasymptotic covariance matrixglobal maximumnoncausalapproximate maximum likelihood procedureautoregressive moving average processesnoninvertibleARMA(1,1) processesnonGaussian noise
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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