Adaptive estimation in a random coefficient autoregressive model
type: Item
instance of: scholarly article
title: Adaptive estimation in a random coefficient autoregressive model
zbMATH Open document ID: 0906.62087
author: Hira L. Koul
author: Anton Schick
published in: The Annals of Statistics
publication date: 1999-02-22T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G35
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 951858
zbMATH Keywords: semiparametric
zbMATH Keywords: stationary
zbMATH Keywords: ergodic
zbMATH Keywords: generalized \(M\)-estimator
zbMATH Keywords: local asymptotic normality
zbMATH Keywords: LAN
zbMATH Keywords: locally asymptotically minimax adaptive estimator
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1032526954
OpenAlex ID: W2168092893
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DOI: 10.1214/AOS/1032526954
description: scientific article; zbMATH DE number 951858