Adaptive estimation in time-series models

Annals of Statistics

Volumn 25, Issue 2, 1997, Pages 786-817

  Drost, Feike C ^a   Klaassen, Chris A J ^b   Werker, Bas J M ^a  

^a TILBURG UNIVERSITY   (Netherlands)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Adaptive estimation; LAN in time series; Semiparametrics

Indexed keywords

EID: 0031535662     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1031833674     Document Type: Article

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