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Publication:2927499
zbMath1313.62124arXiv1206.1393MaRDI QIDQ2927499
Publication date: 3 November 2014
Full work available at URL: https://arxiv.org/abs/1206.1393
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
local asymptotic normalityARCH modelscontiguitytime series modelseffciencyLe Cam's third lemmaidentifiable modelsdiscrete estimate
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Inference from stochastic processes and spectral analysis (62M15) Asymptotic properties of parametric tests (62F05)
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