An efficiency result for the empirical characteristic function in stationary time-series models (Q3482736): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q3902322 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On Some Fourier Methods for Inference / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The empirical characteristic function and its applications / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3672893 / rank | |||
Normal rank | |||
Latest revision as of 08:49, 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 |
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
