Efficient estimation in a semiparametric autoregressive model (Q1567089)

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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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