Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
type: Item
instance of: scholarly article
title: Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
zbMATH Open document ID: 1058.62072
author: Anton Schick
author: Wolfgang Wefelmeyer
published in: Bernoulli
publication date: 2005-03-30T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60F25
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 2149086
zbMATH Keywords: efficient estimator
zbMATH Keywords: functional central limit theorem
zbMATH Keywords: least dispersed estimator
zbMATH Keywords: plug-in estimator
zbMATH Keywords: semiparametric model
zbMATH Keywords: time series
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.3150/bj/1099579161
OpenAlex ID: W1968564032
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Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (cites work)
cites work: Nonparametric density and regression estimation for Markov sequences without mixing assumptions

Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (cites work)
cites work: Q3874718

Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (DOI)
DOI: 10.3150/BJ/1099579161