scientific article; zbMATH DE number 3820823

MaRDI QIDQ3667699zbMATH OpenFDO

Authors Sándor Csörgő

Publication date 1982

zbMATH Keywords

empirical moment generating functioninvariance principle

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Asymptotic properties of parametric estimators (62F12)

Cited in

(13)

• A bootstrap procedure for estimating the adjustment coefficients
• A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform
• Estimating the stationary distribution in a GI/M/1-queue
• Testing for exponential and Marshall-Olkin distributions
• Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model
• Normality testing for a long-memory sequence using the empirical moment generating function
• Kernel-transformed empirical processes
• Extremes of normed empirical moment generating function processes
• Estimation of the maximal moment exponent of a GARCH(1,1) sequence
• On estimating the marginal distribution of a detrended series with long memory
• A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates
• On the estimation of spread rate for a biological population
• Data-driven priors in the maximum entropy on the mean method for linear inverse problems

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