scientific article; zbMATH DE number 5226731

zbMATH Open1174.62325MaRDI QIDQ5436128

Naito Kanta, Dehui Wang

Publication date: 14 January 2008

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

zbMATH Keywords

asymptotic distributionsCornish-Fisher expansion

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) Point estimation (62F10)

Related Items (1)

Median Unbiased and Maximum Likelihood Estimations of ARCH(0, 1) Coefficient

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5436128)