Functional version of the delta method and its application

DOI10.1080/03610929108830504zbMath0732.62036OpenAlexW2003791296MaRDI QIDQ3358059

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Publication date: 1991

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929108830504

zbMATH Keywords

delta methodproduct limit estimatorsemimartingale modelvariance process

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09)

Related Items (1)

Delta Method, Moment Convergence, and Inference

Cites Work

• Smoothing signals for semimartingales
• Influence functions for censored data
• Semimartingales: A course on stochastic processes
• On Nonparametric Estimation of the Value of a Linear Functional in Gaussian White Noise
• A Functional Central Limit Theorem for Semimartingales

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