scientific article; zbMATH DE number 7680435

DOI10.22103/JMMR.2022.18874.1196MaRDI QIDQ5889912

Abdolreza Sayyareh, Sedigheh Zamani Mehreyan

Publication date: 27 April 2023

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

misspecified modelmethod of moments estimationnonnested modelsautoregressive order selectionfocussed information criterion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Cites Work

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• On Information and Sufficiency

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