Uniform moment bounds of Fisher's information with applications to time series

DOI10.1214/10-AOS861zbMath1220.62088arXiv1211.4962MaRDI QIDQ638801

Ching-Kang Ing, Ngai Hang Chan

Publication date: 14 September 2011

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

Full work available at URL: https://arxiv.org/abs/1211.4962

zbMATH Keywords

least squares estimatesFisher's information matrixmean squared prediction errorsstochastic regression modelsuniform moment bounds

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

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