On the estimation of nonlinear time series models

DOI10.1080/17442509508833972zbMath0852.62085OpenAlexW2005173637MaRDI QIDQ4890048

Ouagnina Hili

Publication date: 12 November 1996

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509508833972

zbMATH Keywords

asymptotic normalityergodicityinvertibilitystationaritynonlinear time seriesstrong consistencyminimum Hellinger distance estimatesmoments of stationary distributionsrobustness under perturbations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

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