Asymptotics for estimation and testing procedures under loss of identifiability

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Publication:2581509


DOI10.1016/j.jmva.2004.11.005zbMath1078.62063MaRDI QIDQ2581509

Heping Zhang, Hong-Tu Zhu

Publication date: 10 January 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.11.005


62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

62F10: Point estimation

62F05: Asymptotic properties of parametric tests


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