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Publication:3773126
zbMath0634.62087MaRDI QIDQ3773126
Publication date: 1987
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
consistencymaximum likelihood estimatesbiassimulation experimentsthree-stage procedurestructural parametersresidual varianceorder determinationfinite sample behaviourautoregressive-moving average processlinear stochastic processalternative model selection criterionGaussian linear innovation
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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