Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series

DOI10.1016/J.JSPI.2022.08.001zbMath1498.62054OpenAlexW4294946068MaRDI QIDQ2095103

Zhou Zhou, Boris Garbuzov

Publication date: 9 November 2022

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2022.08.001

zbMATH Keywords

time seriesconvergence rateestimatelocal stationarityplugin

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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• Local linear quantile estimation for nonstationary time series
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• On the estimation of optimal batch sizes in the analysis of simulation output
• Asymptotic Statistics

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