Estimation of time series models using residuals dependence measures
type: Item
instance of: scholarly article
title: Estimation of time series models using residuals dependence measures
DOI: 10.1214/22-AOS2220
author: Carlos I. Hoyos Velasco
published in: The Annals of Statistics
publication date: 2022-12-08T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 7628850
zbMATH Keywords: characteristic function
zbMATH Keywords: martingale difference
zbMATH Keywords: generalized method of moments
zbMATH Keywords: generalized spectral density
zbMATH Keywords: noncausal processes
zbMATH Keywords: noninvertible processes
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7628850