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zbMath0633.62087MaRDI QIDQ3771450

Pentti Saikkonen

Publication date: 1985

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

zbMATH Keywords

frequency domain time domain spectral estimator Parzen's conditions of smoothness of lag windows specification of time series models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

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