Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (Q5237533)

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scientific article; zbMATH DE number 7119466
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Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series
scientific article; zbMATH DE number 7119466

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    Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (English)
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    18 October 2019
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    Gâteaux derivatives
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    probabilistically (non-)linear parameters
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    recursive estimators
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    von Mises expansion
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