Adaptive estimators for parameters of the autoregression function of a Markov chain
type: Item
instance of: scholarly article
title: Adaptive estimators for parameters of the autoregression function of a Markov chain
zbMATH Open document ID: 0877.62081
DOI: 10.1016/S0378-3758(96)00079-1
author: Wolfgang Wefelmeyer
published in: Journal of Statistical Planning and Inference
publication date: 1997-11-06T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G35
zbMATH DE Number: 1040484
zbMATH Keywords: autoregression function
zbMATH Keywords: efficient estimator
zbMATH Keywords: Markov chain
zbMATH Keywords: misspecification
zbMATH Keywords: quasi-likelihood
zbMATH Keywords: weighted nonlinear least-squares estimator
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1040484