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zbMath0553.62079MaRDI QIDQ3347147

Masafumi Akahira

Publication date: 1984

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

zbMATH Keywords

asymptotic deficiency autoregressive process second order asymptotic efficiency bias-adjusted maximum likelihood estimator missing observation

Mathematics Subject Classification ID

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

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