Publication:5389657
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zbMath1248.62143MaRDI QIDQ5389657
Publication date: 23 April 2012
Full work available at URL: https://eudml.org/doc/33493
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
65C05: Monte Carlo methods
Cites Work
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- Efficient Tests of Nonstationary Hypotheses
- ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES