scientific article; zbMATH DE number 4001262

zbMATH Open0617.62095MaRDI QIDQ4727243

Jiahua Chen

Publication date: 1986

Title of this publication is not available (Why is that?)

zbMATH Keywords

Yule-Walker estimatorAR modelautoregressive time series modelerror momentmoment of sample autocovariance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

Title not available (Why is that?) ⋮ Moments of the ARMA–EGARCH model ⋮ Moments of AR(k) Parameter Estimators

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