Efficient estimation in a semiparametric autoregressive model (Q1567089)
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English | Efficient estimation in a semiparametric autoregressive model |
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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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