ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS
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Publication:3409063
DOI10.1017/S0266466606060233zbMath1125.62090OpenAlexW1987918105WikidataQ115336245 ScholiaQ115336245MaRDI QIDQ3409063
Marcus J. Chambers, Joanne S. Ercolani
Publication date: 7 November 2006
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466606060233
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)
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