Large sample inference for conditional exponential families with applications to nonlinear time series (Q1330176)
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scientific article; zbMATH DE number 605301
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| English | Large sample inference for conditional exponential families with applications to nonlinear time series |
scientific article; zbMATH DE number 605301 |
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Large sample inference for conditional exponential families with applications to nonlinear time series (English)
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25 October 1994
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local asymptotic normality of the log-likelihood ratio
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efficient estimation
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asymptotically optimal tests
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random coefficient exponential autoregressive models
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simulations
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stationary ergodic Markov process
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transition density
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conditional exponential family
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LAN property
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asymptotically optimal estimators
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nonlinear time series
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random coefficient threshold autoregressive models
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0.9079927
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0.8987277
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0.89711016
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0.8911495
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0.8879839
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