Sample splitting with Markov chains (Q5933650)
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scientific article; zbMATH DE number 1599640
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| default for all languages | No label defined |
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| English | Sample splitting with Markov chains |
scientific article; zbMATH DE number 1599640 |
Statements
Sample splitting with Markov chains (English)
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14 November 2002
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efficient estimation
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ergodicity
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heteroscedastic autoregressive model
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semi-arametric models
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stationary Markov chains
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V-uniform ergodicity
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weighted least-squares estimation
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contiguity
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0.7916396260261536
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0.7648330926895142
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0.7574475407600403
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0.7479789853096008
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0.7472436428070068
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