scientific article; zbMATH DE number 937325

MaRDI QIDQ4896468zbMATH OpenFDO

Authors Jean-Michel Zakoïan, C. Francq

Publication date 24 February 1997

zbMATH Keywords

asymptotic normalitylinear conditional expectationsnonlinear processesstrong consistencyweak ARMA representations

Mathematics Subject Classification ID

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

Recommendations

• Estimating linear representations of nonlinear processes
• Estimation de représentations GARCH faibles
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Cited in

(6)

• Estimating linear representations of nonlinear processes
• Efficient GMM estimation of weak AR processes.
• Covariance matrix estimation for estimators of mixing weak ARMA models
• Estimation de représentations GARCH faibles
• Estimation de la précision asymptotique dans l'estimation de modèles ARMA faibles
• Weakly consistent offline clustering of ARMA processes

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