scientific article; zbMATH DE number 799018
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Publication:4847446
zbMath0830.62081MaRDI QIDQ4847446
Publication date: 20 September 1995
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strong consistencyminimum contrast estimators\(\text{AR} (s)\) model\(\text{GARCH} (p,q)\) errorconditionally heteroskedastic models
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Strong limit theorems (60F15)
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