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Publication:3749988
zbMath0609.62123MaRDI QIDQ3749988
Publication date: 1987
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic normalityFisher informationautoregressive processesadaptive estimationlog-likelihoodasymptotically optimalLANconsistent estimatorsautocovariance matrixnuisance functionslocal parametrizationlocal asymptotic minimax estimatorsvector of coefficients
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Robustness and adaptive procedures (parametric inference) (62F35)
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