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Second Moment Estimator for An AR(1) Model Driven by A Long Memory Gaussian Noise - MaRDI portal

Second Moment Estimator for An AR(1) Model Driven by A Long Memory Gaussian Noise

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Publication:6347899

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DOI10.1016/J.JSPI.2022.06.003zbMath1524.62419arXiv2008.12443WikidataQ114154273 ScholiaQ114154273MaRDI QIDQ6347899

Unnamed Author, Yong Chen, Li Tian

Publication date: 27 August 2020

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strong limit theorems (60F15)

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