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Publication:3707194
zbMath0584.62141MaRDI QIDQ3707194
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
M-estimatorswhite noisesimulation studyasymptotic linearitylog likelihood functionstationary ARMA processesasymptotic M-estimator
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Robustness and adaptive procedures (parametric inference) (62F35)
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