Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series (Q1043751)
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scientific article; zbMATH DE number 5644289
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| English | Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series |
scientific article; zbMATH DE number 5644289 |
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Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series (English)
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9 December 2009
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estimating function
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nuisance parameter
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metric entropy
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asymptotic efficiency
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ergodic diffusion
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discrete observation
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0.8201409578323364
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0.799278199672699
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0.7905792593955994
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