scientific article; zbMATH DE number 1850474
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Publication:4787693
zbMath1004.62067MaRDI QIDQ4787693
Publication date: 26 January 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
kurtosislong memory\(M\)-estimatorlinear processessign testempirical distributionsshort memoryabsolute deviations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)
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