Adaptive estimation in a random coefficient autoregressive model (Q1816970)
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scientific article; zbMATH DE number 951858
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation in a random coefficient autoregressive model |
scientific article; zbMATH DE number 951858 |
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Adaptive estimation in a random coefficient autoregressive model (English)
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22 February 1999
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semiparametric
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stationary
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ergodic
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generalized \(M\)-estimator
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local asymptotic normality
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LAN
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locally asymptotically minimax adaptive estimator
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