Efficient estimation in a semiparametric autoregressive model (Q1567089)
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scientific article; zbMATH DE number 1455301
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| English | Efficient estimation in a semiparametric autoregressive model |
scientific article; zbMATH DE number 1455301 |
Statements
Efficient estimation in a semiparametric autoregressive model (English)
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13 May 2002
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statinary Markov chains
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ergodicity
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V-uniform ergodicity
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local asymptotic normality
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local asymptotic minimaxity
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contiguity
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sample splitting
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efficiency
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0.9011561274528505
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0.8390848636627197
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0.8355849981307983
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0.8218836188316345
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0.8151840567588806
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