scientific article; zbMATH DE number 1396191

MaRDI QIDQ4935608zbMATH OpenFDO

Authors E. Gonçalves, N. Mendes-Lopes

Publication date 13 June 2000

zbMATH Keywords

asymptotic separationconsistencyvectorial AR(1) model

Mathematics Subject Classification ID

Markov processes: hypothesis testing (62M02) Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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