Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series

DOI10.1016/J.JSPI.2022.08.001MaRDI QIDQ2095103zbMATH OpenOpenAlexFDO

Authors Boris Garbuzov, Zhou Zhou

Publication date 9 November 2022

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2022.08.001

zbMATH Keywords

time serieslocal stationarityconvergence rateestimateplugin

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 3115405 (Why is no real title available?)
• Asymptotic Statistics
• Local linear quantile estimation for nonstationary time series
• On the estimation of optimal batch sizes in the analysis of simulation output
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence

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