Local M-estimation with discontinuous criterion for dependent and limited observations
DOI10.1214/17-AOS1552zbMath1394.62058arXiv1610.02753OpenAlexW2530688106MaRDI QIDQ1747741
Publication date: 27 April 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.02753
maximal inequalitypartial identificationmixing processcube root asymptoticsparameter-dependent localization
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Functional limit theorems; invariance principles (60F17)
Related Items (8)
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