scientific article

zbMath0578.62076MaRDI QIDQ3700637

Masanobu Taniguchi

Publication date: 1985

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

zbMATH Keywords

Gaussianmaximum likelihood estimatorAMU estimatorautoregressive moving average processesGram-Charlier expansionthird order efficiencyGaussian ARMA modelsk-th order asymptotically efficientk-th order asymptotically median unbiased

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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