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zbMath1193.62161MaRDI QIDQ3580934

Suhasini Subba Rao

Publication date: 14 August 2010

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

zbMATH Keywords

nonlinear processes maximal inequalities weighted least squares near epoch dependence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Point estimation (62F10)

Related Items (1)

Mixing properties of ARCH and time-varying ARCH processes

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