scientific article

zbMath1348.60080MaRDI QIDQ2829738

Brahim Benaid

Publication date: 8 November 2016

Full work available at URL: http://www.ceser.in/ceserp/index.php/ijamas/article/view/712

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

convergence in distributionstochastic integralsGARCH modelleast squares estimatorsasymptotic statistics

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Stochastic integrals (60H05)

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