On stochastic estimation

DOI10.1007/BF00053062zbMath0686.62065OpenAlexW2093549897MaRDI QIDQ1262671

Jens-Peter Kreiss

Publication date: 1988

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00053062

zbMATH Keywords

local asymptotic normalitysimulation resultsfirst order autoregressive processeslocal random search procedure

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)

Cites Work

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• Convergence of stochastic empirical measures
• Stochastic estimation and testing
• On adaptive estimation in stationary ARMA processes
• Konvergenz stetiger stochastischer Prozesse mit polnischem Zustands- und Parameterraum

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