The asymptotic theory of linear time-series models. (English) Zbl 0261.62073
MSC:
62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
62E20 | Asymptotic distribution theory in statistics |
62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
62E20 | Asymptotic distribution theory in statistics |