Generalized ARMA models with martingale difference errors
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Publication:888346
DOI10.1016/j.jeconom.2015.03.040zbMath1337.62284OpenAlexW2013262588MaRDI QIDQ888346
Han Xiao, Rong Chen, Tingguo Zheng
Publication date: 30 October 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.03.040
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Martingales with discrete parameter (60G42) Point estimation (62F10)
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