Partially adaptive estimation of autoregressive processes via a normal mixture
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Publication:1611817
DOI10.1016/S0378-3758(01)00269-5zbMath1009.62081OpenAlexW1999362606MaRDI QIDQ1611817
Publication date: 28 August 2002
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(01)00269-5
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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