Optimal estimation under nonstandard conditions
type: Item
instance of: scholarly article
title: Optimal estimation under nonstandard conditions
zbMATH Open document ID: 1443.62285
author: Werner Ploberger
author: Peter C. B. Phillips
published in: Journal of Econometrics
publication date: 2017-05-12T00:00:00Z
full work available at URL: https://ink.library.smu.edu.sg/soe_research/1824
full work available at URL: S0304407612000358
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6714735
zbMATH Keywords: Bayesian asymptotics
zbMATH Keywords: asymptotic normality
zbMATH Keywords: local asymptotic normality
zbMATH Keywords: locally asymptotic quadratic
zbMATH Keywords: optimality property of MLE
zbMATH Keywords: weak convergence
MaRDI profile type: Publication
OpenAlex ID: W3124743692
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DOI: 10.1016/J.JECONOM.2012.01.025
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description: scientific article; zbMATH DE number 6714735