scientific article; zbMATH DE number 5257604

MaRDI QIDQ5454098zbMATH OpenFDO

Authors Konrad Furmańczyk

Publication date 3 April 2008

zbMATH Keywords

time seriesempirical processesshort range dependence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Inequalities; stochastic orderings (60E15)

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Cited in

(1)

• The least squares estimator of random variables under sublinear expectations

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