scientific article; zbMATH DE number 238405

zbMATH Open0792.62080MaRDI QIDQ5287846

Min Chen

Publication date: 26 July 1994

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

zbMATH Keywords

asymptotic normalityautoregressive estimationlinear stationary time seriesinverse autocorrelation functionlong autoregressive estimationestimation of the \(MA(q)\) parameters

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function

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