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Cheng, Bing 1
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Existence, uniqueness and Fréchet differentiability of [psi]-estimates of parameters in stationary observation
Cheng, Bing - In: Statistics & Probability Letters 15 (1992) 5, pp. 339-343
In this paper, we show the existence, uniqueness and Fréchet differentiability of [psi]-estimates T([mu]):[integral operator]R-[infinity],+[infinity](y,T([mu]))d[mu](y)=0 where [mu] is a stationary ergodic measure on (R-[infinity],+[infinity], B-[infinity],+[infinity] which include M-,...
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