scientific article; zbMATH DE number 1069587

zbMath0880.62086MaRDI QIDQ4356548

Guy Mélard, Rajae Azrak

Publication date: 12 February 1998

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Point estimation (62F10)

Related Items (2)

Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients ⋮ The exact quasi-likelihood of time-dependent ARMA models

Uses Software

• AS 197

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