A general asymptotic theory for time-series models

DOI10.1111/j.1467-9574.2009.00447.xMaRDI QIDQ6573259

Shiqing Ling, Michael McAleer

Publication date: 16 July 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

estimationasymptotic normalitystrong consistencyrate of strong convergencetime-series models

Mathematics Subject Classification ID

Parametric inference (62Fxx) Inference from stochastic processes (62Mxx) Stochastic processes (60Gxx)

Cites Work

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