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https://elib.bsu.by/handle/123456789/94684| Title: | Statistical analysis of parameter estimations of some time series models |
| Authors: | Troush, N. N. Yarosh, A. N. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2010 |
| Publisher: | Minsk: BSU |
| Abstract: | This paper studies the M-estimation in a general conditionally heteroscedastic time series models. Sufficient conditions for strong consistency and asymptotic normality of the estimation are established. |
| URI: | http://elib.bsu.by/handle/123456789/94684 |
| Appears in Collections: | Section 3. PROBABILITY AND STATISTICAL ANALYSIS OF TIME SERIES AND STOCHASTIC PROCESSES Статьи факультета прикладной математики и информатики |
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|---|---|---|---|---|
| Untitled0264.pdf | 69,63 kB | Adobe PDF | View/Open |
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