Sur l'estimateur des moindres carrés d'un modèle autorégressif fonctionnel

DOI10.1016/S0764-4442(97)80088-2zbMath0873.62093OpenAlexW2052109812MaRDI QIDQ4342578

Morgan Mangeas, Jian-feng Yao

Publication date: 23 June 1997

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(97)80088-2

zbMATH Keywords

asymptotic normalitylaw of the iterated logarithmleast squares estimatorstrong consistencynonlinear autoregressive process

Mathematics Subject Classification ID

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

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