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zbMath0564.62077MaRDI QIDQ3678524

Nobuo Inagaki

Publication date: 1985

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

zbMATH Keywords

asymptotic normality switching process stationary Gaussian time series contaminating process estimation of the autocorrelation limiter estimating function Pitman-type alternative of gross errors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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