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zbMath0581.62020MaRDI QIDQ3703100

Katsuto Tanaka

Publication date: 1986

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

zbMATH Keywords

maximum likelihood estimator joint distributions test statistics time series models Asymptotic expansions percentiles of marginal distributions transformed statistic

Mathematics Subject Classification ID

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

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