scientific article; zbMATH DE number 5239095

MaRDI QIDQ5442467zbMATH OpenFDO

Authors Tomoyuki Amano

Publication date 22 February 2008

zbMATH Keywords

asymptotic efficiencyspectral density

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Graphical methods in statistics (62A09) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(2)

• WHITTLE ESTIMATION OF ARCH MODELS
• Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate

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