scientific article

zbMath0712.62075MaRDI QIDQ3197151

P. E. Grinvud, Albert N. Shiryaev

Publication date: 1989

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

zbMATH Keywords

uniform convergenceuniform asymptotic normalityuniform weak convergenceGaussian square integrable martingalesone-dimensional autoregressive modelsequence of semimartingales

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Sequential estimation (62L12)

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