Estimating functions for nonlinear time series models (Q5960140)
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scientific article; zbMATH DE number 1727270
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating functions for nonlinear time series models |
scientific article; zbMATH DE number 1727270 |
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Estimating functions for nonlinear time series models (English)
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11 April 2002
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nonlinear time series models
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random coefficient autoregressive models
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autoregressive conditonal heteroskedasticity models
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conditional least squares estimator
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classical moement estimator
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asymptotic optimality
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