An efficiency result for the empirical characteristic function in stationary time-series models (Q3482736): Difference between revisions
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Revision as of 22:52, 4 February 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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