Asymptotically Optimal Estimator of the Parameter of Semi-Linear Autoregression

zbMath1153.62070arXiv0707.1384MaRDI QIDQ5430709

D. O. Ivanenko

Publication date: 16 December 2007

Full work available at URL: https://arxiv.org/abs/0707.1384

zbMATH Keywords

optimizationconvergencemartingales

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

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