An efficiency result for the empirical characteristic function in stationary time-series models (Q3482736): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2307/3315564 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2062757192 / rank | |||
Normal rank | |||
Revision as of 22:53, 19 March 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 |
Statements
An efficiency result for the empirical characteristic function in stationary time-series models (English)
0 references
1990
0 references
Fisher information
0 references
uniform consistency
0 references
empirical characteristic function
0 references
arbitrarily high asymptotic efficiencies
0 references
stationary time series
0 references
central limit result
0 references
