Efficient estimation in a semiparametric autoregressive model (Q1567089)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Efficient estimation in a semiparametric autoregressive model |
scientific article; zbMATH DE number 1455301
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Efficient estimation in a semiparametric autoregressive model |
scientific article; zbMATH DE number 1455301 |
Statements
Efficient estimation in a semiparametric autoregressive model (English)
0 references
13 May 2002
0 references
statinary Markov chains
0 references
ergodicity
0 references
V-uniform ergodicity
0 references
local asymptotic normality
0 references
local asymptotic minimaxity
0 references
contiguity
0 references
sample splitting
0 references
efficiency
0 references
0.9011561274528505
0 references
0.8390848636627197
0 references
0.8355849981307983
0 references
0.8218836188316345
0 references
0.8151840567588806
0 references
