Pages that link to "Item:Q3915791"
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The following pages link to On estimation and adaptive estimation for locally asymptotically normal families (Q3915791):
Displayed 30 items.
- On multi-step MLE-process for Markov sequences (Q310050) (← links)
- Asymptotic minimax estimation in semiparametric models (Q811051) (← links)
- A characterization of translation-invariant experiments admitting adaptive estimates (Q1106582) (← links)
- The local asymptotic minimax adaptive property of a recursive estimate (Q1114255) (← links)
- A generalization of asymptotically linear estimators (Q1174117) (← links)
- Adaptive estimation in time series regression models (Q1203090) (← links)
- Adaptive estimation of cointegrating regressions with ARMA errors (Q1298415) (← links)
- Local asymptotic normality for multivariate linear processes (Q1316604) (← links)
- Comment on `Adaptive estimation in time series regression models' by D. G. Steigerwald (Q1347094) (← links)
- On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
- Maximum empirical likelihood estimation and related topics (Q1786582) (← links)
- Adaptive estimation in a random coefficient autoregressive model (Q1816970) (← links)
- Estimating invariant laws of linear processes by \(U\)-statistics. (Q1879946) (← links)
- Efficient estimation in a semiparametric additive regression model with autoregressive errors (Q1915842) (← links)
- Efficient estimation in smooth threshold autoregressive(1) models (Q2324066) (← links)
- Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes (Q3072403) (← links)
- Adaptive R-Estimation in Autoregressions (Q3155267) (← links)
- Inference with paired data and partial control (Q3358070) (← links)
- SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES (Q3557546) (← links)
- Adaptive Estimation of Causal Periodic Autoregressive Model (Q3652708) (← links)
- Sequential Generlized Least squares Estimator For An Autoressive parameter (Q4351751) (← links)
- Uniformly adaptive estimation for models with arma errors (Q4373275) (← links)
- Adaptive R-estimation in a linear regression model with ARMA errors (Q4454274) (← links)
- Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators (Q4609024) (← links)
- Repeated significance tests for stationary arm processes (Q4721461) (← links)
- Efficient estimation in (<i>PINAR</i>(1)) model: semiparametric case (Q5055193) (← links)
- Efficient estimation in periodic INAR(1) model: parametric case (Q5088091) (← links)
- Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (Q5418891) (← links)
- On asymptotic differentiability of averages. (Q5933632) (← links)
- Locally asymptotically efficient estimation for parametric <i>PINAR</i>(<i>p</i>) models (Q6149011) (← links)