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scientific article; zbMATH DE number 727022 - MaRDI portal

scientific article; zbMATH DE number 727022

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Publication:4324050

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zbMath0811.62086MaRDI QIDQ4324050

Endre Iglói

Publication date: 26 February 1995

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

zbMATH Keywords

asymptotic normality long memory parameter FARMA process periodogram based least squares regression method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

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