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Estimation of the parameters of stochastic difference equations. (English) Zbl 0499.62082


MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20 Asymptotic distribution theory in statistics
62J05 Linear regression; mixed models
62F12 Asymptotic properties of parametric estimators
60H25 Random operators and equations (aspects of stochastic analysis)
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