An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process
| Year of publication: |
1994
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|---|---|
| Authors: | Wefelmeyer, W. |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 46.1994, 2, p. 309-315
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| Publisher: |
Springer |
| Subject: | Autoregressive model | efficient estimator | empirical estimator | residual distribution |
| Extent: | text/html |
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| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005760166