Efficient Estimation in a Semiparametric Autoregressive Model
| Year of publication: |
1999
|
|---|---|
| Authors: | Schick, Anton |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 2.1999, 1, p. 69-98
|
| Publisher: |
Springer |
| Subject: | Stationary Markov chains | ergodicity | V-uniform ergodicity | local asymptotic normality | local asymptotic minimaxity | contiguity | sample splitting |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005391499