Efficient estimation in a semiparametric autoregressive model
DOI10.1023/A:1009950813472zbMATH Open0984.62067MaRDI QIDQ1567089FDOQ1567089
Authors: Anton Schick 
Publication date: 13 May 2002
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Recommendations
- Efficient estimation in a semiparametric additive regression model with autoregressive errors
- Efficient estimator for time series
- Semiparametric estimation of regression functions in autoregressive models
- Efficient estimation of the semiparametric spatial autoregressive model
- On asymptotically efficient estimation for a semiparametric regression model
ergodicityefficiencycontiguitylocal asymptotic normalitysample splittinglocal asymptotic minimaxitystatinary Markov chainsV-uniform ergodicity
Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cited In (9)
- Efficient estimation in smooth threshold autoregressive(1) models
- Title not available (Why is that?)
- Some developments in semiparametric statistics
- Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments
- Estimation of the autocorrelation coefficient in the presence of a regression trend
- Efficient estimation of the semiparametric spatial autoregressive model
- Semiparametric estimation of regression functions in autoregressive models
- Efficient estimator for time series
- Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models
This page was built for publication: Efficient estimation in a semiparametric autoregressive model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1567089)
