Local asymptotic normality for autoregression with infinite order (Q1813482): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q5535091 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4078873 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotically efficient adaptive rank estimates in location models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive estimates for autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent autoregressive spectral estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: On adaptive estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic inference in stationary Gaussian time-series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3707204 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4124141 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4766399 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear serial rank tests for randomness against ARMA alternatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotically efficient nonparametric estimation of functionals of a spectral density function / rank
 
Normal rank
Property / cites work
 
Property / cites work: On adaptive estimation in stationary ARMA processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3749988 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3288488 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic methods in statistical decision theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5570534 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic minimax theorems for the sample distribution function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to time series. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Asymptotic Efficiency of Median Unbiased Estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Addendum to ``A third-order optimum property of the maximum likelihood estimator'' / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3678518 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3779578 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive maximum likelihood estimators of a location parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mathematical theory of statistics. Statistical experiments and asymptotic decision theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend / rank
 
Normal rank

Latest revision as of 09:37, 15 May 2024

scientific article
Language Label Description Also known as
English
Local asymptotic normality for autoregression with infinite order
scientific article

    Statements

    Local asymptotic normality for autoregression with infinite order (English)
    0 references
    0 references
    25 June 1992
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    simulation
    0 references
    stationary autoregressive process with infinite order
    0 references
    local parametrization
    0 references
    locally asymptotically normal
    0 references
    characterization
    0 references
    local asymptotically minimax estimates
    0 references
    adaptive estimation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references