scientific article; zbMATH DE number 238405

zbMATH Open0792.62080MaRDI QIDQ5287846FDOQ5287846

Authors: Min Chen 

Publication date: 26 July 1994

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

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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)

Cited In (5)

• Asymptotic normality of autoregressive processes
• Title not available (Why is that?)
• A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function
• Asymptotic distribution of the autoregressive estimates of the inverse correlation function
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