Analysis of time series from mixed distributions

DOI10.1214/aos/1176345881zbMath0491.62078OpenAlexW2030466270MaRDI QIDQ1167503

Peter M. Robinson

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345881

zbMATH Keywords

asymptotic normalitysimulation studystrong consistencymoment estimatornonlinear least squaresmixed distributionsnonlinear regression estimationtests for white noise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Non-Markovian processes: hypothesis testing (62M07)

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