Last passage times of minimum contrast estimators

DOI10.1017/S1446788700002676zbMath0999.62018MaRDI QIDQ2748386

Snigdhansu Chatterjee, Arup Bose

Publication date: 3 December 2002

Published in: Journal of the Australian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

Bahadur representationlaw of iterated logarithmOja medianlast passage timeminimum contrast estimatorsL1 median

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Limit theorems in probability theory (60F99)

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A Convergence Result for a Class of Asymptotically Linear Estimators, Pfaffian and decomposable numerical range of a complex skew symmetric matrix, On parametric Marcinkiewicz integrals related to block spaces

Cites Work

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