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zbMath1289.62097MaRDI QIDQ2858507

Zhi-Wen Zhao, De-Hui Wang

Publication date: 19 November 2013

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

zbMATH Keywords

asymptotic normality least squares estimator generalized random coefficient autoregressive model weighted conditional least squares estimator smallest asymptotic variance estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

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