An efficiency result for the empirical characteristic function in stationary time-series models (Q3482736): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.2307/3315564 / rank | |||
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| Property / OpenAlex ID: W2062757192 / rank | |||
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| Property / cites work: Q3902322 / rank | |||
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| Property / cites work: On Some Fourier Methods for Inference / rank | |||
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| Property / cites work: The empirical characteristic function and its applications / rank | |||
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| Property / cites work: Q3672893 / rank | |||
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Latest revision as of 09:49, 21 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficiency result for the empirical characteristic function in stationary time-series models |
scientific article |
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An efficiency result for the empirical characteristic function in stationary time-series models (English)
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1990
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Fisher information
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uniform consistency
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empirical characteristic function
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arbitrarily high asymptotic efficiencies
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stationary time series
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central limit result
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