scientific article; zbMATH DE number 937325

zbMATH Open0856.62072MaRDI QIDQ4896468FDOQ4896468

Authors: Jean-Michel Zakoïan, C. Francq 

Publication date: 24 February 1997

Title of this publication is not available (Why is that?)

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zbMATH Keywords

asymptotic normalitystrong consistencynonlinear processeslinear conditional expectationsweak ARMA representations

Mathematics Subject Classification ID

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

Cited In (3)

• Efficient GMM estimation of weak AR processes.
• Weakly consistent offline clustering of ARMA processes
• Covariance matrix estimation for estimators of mixing weak ARMA models

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