scientific article; zbMATH DE number 4005332

MaRDI QIDQ3756304zbMATH OpenFDO

Authors Václav Fabian, James Francis Hannan

Publication date 1987

zbMATH Keywords

asymptotic martingale difference arraymixed normalnon-identically distributed or dependent observationspseudodensitiesregression problemsRobbins Monro type approximationsufficient conditions for local asymptotic normality

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20)

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(13)

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• The local asymptotic minimax adaptive property of a recursive estimate
• A recursion formula for local densities
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• On local and global asymptotic normality
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• Some developments in semiparametric statistics

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