Asymptotic distributions of some scale estimators in nonlinear models

DOI10.1007/S001840200188zbMath1320.62159OpenAlexW2082282724MaRDI QIDQ811778

Hira L. Koul

Publication date: 2002

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001840200188

zbMATH Keywords

estimationunivariate time series

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

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