Asymptotic efficiency of estimating function estimators for nonlinear time series models (Q2919541)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic efficiency of estimating function estimators for nonlinear time series models |
scientific article; zbMATH DE number 6090144
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic efficiency of estimating function estimators for nonlinear time series models |
scientific article; zbMATH DE number 6090144 |
Statements
4 October 2012
0 references
conditional least squares estimator
0 references
estimating function
0 references
GARCH model
0 references
local asymptotic normality
0 references
nonlinear AR model
0 references
0 references
0.9208044
0 references
0.9168835
0 references
Asymptotic efficiency of estimating function estimators for nonlinear time series models (English)
0 references
