A general asymptotic theory for time-series models

DOI10.1111/J.1467-9574.2009.00447.XMaRDI QIDQ6573259FDOQ6573259

Authors: Shiqing Ling, Michael McAleer 

Publication date: 16 July 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitystrong consistencyestimationrate of strong convergencetime-series models

Mathematics Subject Classification ID

Parametric inference (62Fxx) Stochastic processes (60Gxx) Inference from stochastic processes (62Mxx)

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