Some tests in dynamic models with a finite number of parameters

DOI10.1080/02331887908801496MaRDI QIDQ3857611zbMATH OpenOpenAlexFDO

Authors Henning Läuter, Norbert Miethe

Publication date 1979

Published in Series Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331887908801496

zbMATH Keywords

approximate maximum likelihoodautoregressive modelsclassification of time seriesmoving average residuals

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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