scientific article

zbMath0576.62085MaRDI QIDQ3696346

Christian Gouriéroux, Alain Trognon, Alain Monfort

Publication date: 1984

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

zbMATH Keywords

momentsconsistencyasymptotic normalitylatent variablesautocorrelationsprobit modelslinear exponential familynormal distributionsserial correlationscumulative probabilitiesfirst order moving averageautocorrelation score testdiscretized ARMA modelfirst order autoregressiveimplicit relationshipsmean zero Gaussian ARMA processpseudo distributionpseudo-maximum likelihood estimatespseudo-score tests

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric inference (62G99)

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