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zbMath1198.62094MaRDI QIDQ3552954

Carlo Grillenzoni

Publication date: 22 April 2010

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

zbMATH Keywords

asymptotic normality confidence regions empirical likelihood ARMAX model smoothed maximum likelihood estimate

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

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