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zbMath1180.62131MaRDI QIDQ3634057

G. S. Mokaddis, A. E. El-Desokey, E. A. Farag, M. A. Ghazal

Publication date: 23 June 2009

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

zbMATH Keywords

Spectral density Asymptotic normality Spectral measure Discrete time series

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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