Adaptive estimation in a random coefficient autoregressive model (Q1816970)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation in a random coefficient autoregressive model |
scientific article |
Statements
Adaptive estimation in a random coefficient autoregressive model (English)
0 references
22 February 1999
0 references
semiparametric
0 references
stationary
0 references
ergodic
0 references
generalized \(M\)-estimator
0 references
local asymptotic normality
0 references
LAN
0 references
locally asymptotically minimax adaptive estimator
0 references
