scientific article; zbMATH DE number 5031899
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Publication:5471534
zbMath1093.62082MaRDI QIDQ5471534
Publication date: 14 June 2006
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Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Order statistics; empirical distribution functions (62G30) Inference from stochastic processes and spectral analysis (62M15)
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