scientific article; zbMATH DE number 1064655
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Publication:4355989
zbMath0905.62090MaRDI QIDQ4355989
Publication date: 27 January 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
cointegrationunit rootsautoregressionheavy tailed errorslocally asymptotically mixed normal approximationlocally asymptotically quadratic approximation
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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