scientific article

zbMath0609.62123MaRDI QIDQ3749988

Jens-Peter Kreiss

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotic normalityFisher informationautoregressive processesadaptive estimationlog-likelihoodasymptotically optimalLANconsistent estimatorsautocovariance matrixnuisance functionslocal parametrizationlocal asymptotic minimax estimatorsvector of coefficients

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Robustness and adaptive procedures (parametric inference) (62F35)

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