scientific article; zbMATH DE number 5230592

zbMATH Open1139.62047MaRDI QIDQ5437992FDOQ5437992

Authors: Samir Benaissa, Abderrahmane Yousfate 

Publication date: 28 January 2008

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

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zbMATH Keywords

almost sure convergenceexponential inequalitieslimiting distribution

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) Strong limit theorems (60F15)

Cited In (3)

• Parametric estimation in autoregressive processes under quasi-associated random errors
• Bernstein--Frechet inequalities for the parameter of the first order autoregressive process
• Bernstein inequality for the parameter of the pth order autoregressive process AR(p)

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