Estimation of the parameters of linear time series models subject to nonlinear restrictions
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Publication:806876
DOI10.1214/aos/1176348242zbMath0729.62087OpenAlexW2077121144MaRDI QIDQ806876
Wayne A. Fuller, Neerchal K. Nagaraj
Publication date: 1991
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348242
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) General nonlinear regression (62J02)
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