Pages that link to "Item:Q751015"

The following pages link to Étude de l'estimateur du maximum de vraisemblance dans le cas d'un processus autorégressif: convergence, normalité asymptotique, vitesse de convergence. (Asymptotic behaviour of maximum likelihood estimator in an autoregressive process: consistency, as (Q751015):

Displaying 12 items.

• A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains (Q418248) (← links)
• Convergence results for maximum likelihood type estimators in multivariable ARMA models (Q580858) (← links)
• Rate of convergence in the central limit theorem for strongly ergodic Markov chains (Q731666) (← links)
• Edgeworth expansion for \(M\)-estimators of \(V\)-geometrically ergodic Markov chains (Q961013) (← links)
• On the strong approximation of the distributions of estimators in linear stochastic models, I and II: Stationary and explosive AR models (Q1116582) (← links)
• Central limit theorems for iterated random Lipschitz mappings. (Q1879811) (← links)
• The Nagaev-Guivarc’h method via the Keller-Liverani theorem (Q3056515) (← links)
• Uniform Limit Theory for Stationary Autoregression (Q3440740) (← links)
• The spectral method and the central limit theorem for general Markov chains (Q4605740) (← links)
• The spectral method and the central limit theorem for general Markov chains (Q5891023) (← links)
• Robustness of iterated function systems of Lipschitz maps (Q6171942) (← links)
• Probabilistic limit theorems via the operator perturbation method, under optimal moment assumptions (Q6616045) (← links)