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A central limit theorem for parameter estimation in stationary vector time series and its application to models for a signal observed with noise. (English) Zbl 0406.62068

MSC:
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M20 Inference from stochastic processes and prediction
60G10 Stationary stochastic processes
60F05 Central limit and other weak theorems
Citations:
Zbl 0327.62055
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