A simple example of an indirect estimator with discontinuous limit theory in the MA(1) model (Q5176862)
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scientific article; zbMATH DE number 6411234
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple example of an indirect estimator with discontinuous limit theory in the MA(1) model |
scientific article; zbMATH DE number 6411234 |
Statements
A simple example of an indirect estimator with discontinuous limit theory in the MA(1) model (English)
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4 March 2015
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indirect estimator
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binding function
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indirect identification
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MA(1) process
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multiplicative structure
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martingale difference CLT
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CLT to stochastic integrals
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sequence of local alternatives
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rate of convergence dependent on the parameter
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discontinuous weak limits
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non-regularity
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