scientific article; zbMATH DE number 897115
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Publication:4884570
zbMath0851.62057MaRDI QIDQ4884570
Publication date: 7 July 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
parameter estimationtime seriesmartingale differencesperiodogramcentral limit theoremsstate space representationsARMA processesnonstationary time seriesmultivariate modelslarge sample theoryempirical model identificationnew tests for unit rootsnonliner estimation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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