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Subject
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Minimum contrast estimator 3 Asymptotic normality 1 Characteristic function 1 Choquet functional 1 Fractional Ornstein–Uhlenbeck process 1 M-estimator 1 Maximum likelihood estimator 1 Normality 1 Primary 60H05 1 Random intervals 1 Secondary 62M10 1 Strong consistency 1 Uncertainty 1 Unit root test 1 consistency 1 inconsistency 1 linear regression 1 stationary ergodic observations 1
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Undetermined 3
Type of publication
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Article 3
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Undetermined 3
Author
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Liese, Friedrich 1 Ralescu, Dan 1 Sun, Yan 1 Tanaka, Katsuto 1 Vajda, Igor 1
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Annals of the Institute of Statistical Mathematics 1 Metrika 1 Statistical Inference for Stochastic Processes 1
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RePEc 3
Showing 1 - 3 of 3
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A normal hierarchical model and minimum contrast estimation for random intervals
Sun, Yan; Ralescu, Dan - In: Annals of the Institute of Statistical Mathematics 67 (2015) 2, pp. 313-333
Lyashenko and propose a Normal hierarchical model for random intervals. In addition, we develop a minimum contrast estimator …
Persistent link: https://www.econbiz.de/10011241468
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Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein–Uhlenbeck process
Tanaka, Katsuto - In: Statistical Inference for Stochastic Processes 16 (2013) 3, pp. 173-192
distributions of the maximum likelihood estimator (MLE) and the minimum contrast estimator (MCE) for the drift parameter, and …
Persistent link: https://www.econbiz.de/10010992898
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Necessary and sufficient conditions for consistency of generalizedM-estimates
Liese, Friedrich; Vajda, Igor - In: Metrika 42 (1995) 1, pp. 291-324
Persistent link: https://www.econbiz.de/10005598626
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