Asymptotically optimal estimation in misspecified time series models (Q1816966)
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scientific article; zbMATH DE number 951855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically optimal estimation in misspecified time series models |
scientific article; zbMATH DE number 951855 |
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Asymptotically optimal estimation in misspecified time series models (English)
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29 January 1997
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kernel estimator
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efficiency
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asymptotically efficient estimation
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misspecified parametric time series model
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stationary process
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minimum distance estimates
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Gaussian maximum likelihood estimate
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\(h\)-step prediction error
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