Publication:5285952
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zbMath0768.62080MaRDI QIDQ5285952
Publication date: 29 June 1993
consistencyweakly stationary processconditional quasi-maximum likelihood estimatorsestimation of spectral densitiesmisspecified finite-dimensional parameter modelmoving- average model fittings
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)