Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series (Q1043751): Difference between revisions
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Revision as of 19:50, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series |
scientific article |
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Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series (English)
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9 December 2009
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estimating function
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nuisance parameter
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metric entropy
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asymptotic efficiency
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ergodic diffusion
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discrete observation
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