The bracketing condition for limit theorems on stationary linear processes

DOI10.1214/aos/1176347024zbMath0691.62035OpenAlexW2031428863MaRDI QIDQ582757

Yuzo Hosoya

Publication date: 1989

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347024

zbMATH Keywords

limit theoremsquasi- maximum-likelihood estimatorquasi-likelihood-ratio statisticregularity conditions on spectral densities

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

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Inference on transformed stationary time series ⋮ The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence ⋮ Optimality of estimators for misspecified semi-Markov models ⋮ Asymptotically optimal estimation in misspecified time series models ⋮ Uniform convergence of the empirical spectral distribution function

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