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Publication:3811570
zbMath0662.62096MaRDI QIDQ3811570
Publication date: 1988
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
overparametrizationFisher information matrixmaximum likelihood estimatorsorder determinationGaussian ARMA processestesting procedurelog likelihood ratiossecond order overparametrization
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09)
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