Asymptotically optimal estimation in misspecified time series models (Q1816966)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically optimal estimation in misspecified time series models |
scientific article |
Statements
Asymptotically optimal estimation in misspecified time series models (English)
0 references
29 January 1997
0 references
kernel estimator
0 references
efficiency
0 references
asymptotically efficient estimation
0 references
misspecified parametric time series model
0 references
stationary process
0 references
minimum distance estimates
0 references
Gaussian maximum likelihood estimate
0 references
\(h\)-step prediction error
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
