The limit theorem for dependent random variables with applications to autoregression models
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Publication:646742
DOI10.1007/s11424-011-8119-zzbMath1227.62075OpenAlexW2082822742MaRDI QIDQ646742
Xiao-Yun Yang, Yong Zhang, De-Hui Wang, Zhi Shan Dong
Publication date: 17 November 2011
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-011-8119-z
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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