Short-Memory Linear Processes and Econometric Applications by Kairat T. Mynbaev

DOI10.1111/J.1467-842X.2012.00664.XzbMath1334.00048MaRDI QIDQ2802797

Zu-di Lu

Publication date: 27 April 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to statistics (62-02) External book reviews (00A17)

Cites Work

• Stochastic convergence of weighted sums of random elements in linear spaces

This page was built for publication: Short-Memory Linear Processes and Econometric Applications by Kairat T. Mynbaev