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zbMath0459.62080MaRDI QIDQ3909881

Yasuyuki Toyooka

Publication date: 1980

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

zbMATH Keywords

residuals asymptotically efficient estimation time series regression model BAN estimator best asymptotic normal uniformly modulated error process weighted least squares principle

Mathematics Subject Classification ID

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

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