Second order optimality for estimators in time series regression models

DOI10.1016/j.jmva.2006.03.003zbMath1107.62096OpenAlexW2026030967MaRDI QIDQ873630

Kenichiro Tamaki

Publication date: 29 March 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.03.003

zbMATH Keywords

semiparametric estimationefficient estimationsecond order asymptoticsspectral regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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