Asymptotic distributions of some scale estimators in nonlinear models

DOI10.1007/s001840200188zbMath1320.62159MaRDI QIDQ811778

Hira L. Koul

Publication date: 2002

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001840200188

zbMATH Keywords

estimation; univariate time series

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J02: General nonlinear regression

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