scientific article

zbMath0634.62065MaRDI QIDQ3773103

M. B. Nevel'son, Rafail Z. Khasminskii

Publication date: 1987

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

zbMATH Keywords

disturbancesexplanatory variablesstrong mixing conditionstationary autoregressive processfinite Fisher informationFisher scoring methodstationary ergodic stochastic process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Point estimation (62F10)

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