Functional version of the delta method and its application

DOI10.1080/03610929108830504MaRDI QIDQ3358059zbMATH OpenOpenAlexFDO

Authors

Publication date 1991

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929108830504

zbMATH Keywords

delta methodproduct limit estimatorsemimartingale modelvariance process

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09)

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Cites work

• A Functional Central Limit Theorem for Semimartingales
• Influence functions for censored data
• On Nonparametric Estimation of the Value of a Linear Functional in Gaussian White Noise
• Semimartingales: A course on stochastic processes
• Smoothing signals for semimartingales

Cited in

(2)

• Delta method, moment convergence, and inference
• Abstract delta modelling

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