Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk (Q5133503)
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scientific article; zbMATH DE number 7272388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk |
scientific article; zbMATH DE number 7272388 |
Statements
Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk (English)
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10 November 2020
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minimax
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efficiency
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unit root
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autoregression
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shrinkage
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moments
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