Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788)

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Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
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    Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (English)
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    30 March 2005
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    efficient estimator
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    functional central limit theorem
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    least dispersed estimator
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    plug-in estimator
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    semiparametric model
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    time series
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