A generalized quasi-likelihood estimator for nonstationary stochastic processes -- asymptotic properties and examples. (Q5283465)
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scientific article; zbMATH DE number 6751367
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| English | A generalized quasi-likelihood estimator for nonstationary stochastic processes -- asymptotic properties and examples. |
scientific article; zbMATH DE number 6751367 |
Statements
21 July 2017
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quasi-likelihood estimator
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minimum contrast estimator
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least squares estimator
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least absolute deviation estimator
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maximum likelihood estimator
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uniform strong law of large numbers for martingales
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nonstationary stochastic process
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stochastic regression
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consistency
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asymptotic distributions
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0.8250800371170044
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0.8061233758926392
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0.8021722435951233
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0.8019737601280212
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0.7892030477523804
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