Second order optimality for estimators in time series regression models (Q873630): Difference between revisions

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+Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
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+Q5631966
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+Q3947020
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+Q5612941
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+Second Order Approximation in the Partially Linear Regression Model
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+SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS
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+Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
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+Approximate Normality of Generalized Least Squares Estimates
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+Asymptotic theory of statistical inference for time series
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+Nonparametric approach for non-Gaussian vector stationary processes
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+HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF  SPECTRAL PARAMETERS OF STATIONARY PROCESSES
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+Second-order risk comparison of SLSE with GLSE and MLE in a regression with serial correlation
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+Second-order risk structure of GLSE and MLE in a regression with a linear process
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+EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN
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+Higher-order approximations for frequency domain time series regression
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+Higher order approximations for Wald statistics in time series regressions with integrated processes.
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