The asymptotic properties of estimates of the parameters of nonlinear time series

DOI10.1007/BF02678666zbMath0966.62053MaRDI QIDQ1592094

Kh. S. Keibakh, Vladimir V. Anisimov

Publication date: 17 August 2001

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

zbMATH Keywords

nonlinear time series

Mathematics Subject Classification ID

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

Cites Work

• Switching processes: Averaging principle, diffusion approximation and applications
• Martingale estimation functions for discretely observed diffusion processes
• ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES
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