Adaptive estimation in a random coefficient autoregressive model

Annals of Statistics

Volumn 24, Issue 3, 1996, Pages 1025-1052

  Koul, Hira L ^a,b   Schick, Anton ^a  

^a BINGHAMTON UNIVERSITY   (United States)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Ergodic; Generalized M estimator; Locally asymptotically minimax adaptive; Semiparametric; Stationary

Indexed keywords

EID: 0030500694     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1032526954     Document Type: Article

References (20)

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