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scientific article; zbMATH DE number 4126532

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Publication:4206263
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zbMath0687.62076MaRDI QIDQ4206263

V. F. Onishchenko

Publication date: 1989


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

zbMATH Keywords

robustnessconsistent estimatesresidualsmoving averageinfinite variance consistency


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Robustness and adaptive procedures (parametric inference) (62F35)








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