An efficiency result for the empirical characteristic function in stationary time-series models (Q3482736)
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scientific article; zbMATH DE number 4153753
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| English | An efficiency result for the empirical characteristic function in stationary time-series models |
scientific article; zbMATH DE number 4153753 |
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An efficiency result for the empirical characteristic function in stationary time-series models (English)
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1990
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Fisher information
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uniform consistency
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empirical characteristic function
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arbitrarily high asymptotic efficiencies
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stationary time series
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central limit result
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0.8175277709960938
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0.7957229614257812
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0.779701828956604
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0.773158848285675
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