scientific article; zbMATH DE number 5187532
zbMath1117.62091MaRDI QIDQ5756841
Bartosz Stawiarski, Tadeusz Inglot
Publication date: 5 September 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Monte Carlo simulationscentral limit theoremergodic theoremnoise distributionmartingale difference arrayefficient score vectorBIC Schwarz selection rule
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Monte Carlo methods (65C05)
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