Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788)
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scientific article; zbMATH DE number 2149086
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes |
scientific article; zbMATH DE number 2149086 |
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Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (English)
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30 March 2005
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efficient estimator
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functional central limit theorem
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least dispersed estimator
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plug-in estimator
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semiparametric model
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time series
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