Rank-based estimation for autoregressive moving average time series models

MaRDI QIDQ3608188zbMATH OpenFDO

Authors Beth Andrews

Publication date 28 February 2009

zbMATH Keywords

autoregressive moving average models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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