scientific article; zbMATH DE number 238405

MaRDI QIDQ5287846zbMATH OpenFDO

Authors Min Chen

Publication date 26 July 1994

zbMATH Keywords

asymptotic normalityautoregressive estimationlinear stationary time seriesinverse autocorrelation functionlong autoregressive estimationestimation of the \(MA(q)\) parameters

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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