Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes

Bernoulli

Volumn 10, Issue 5, 2004, Pages 889-917

  Schick, Anton ^a   Wefelmeyer, Wolfgang ^b  

^a BINGHAMTON UNIVERSITY   (United States)

^b UNIVERSITY OF COLOGNE   (Germany)

Author keywords

Efficient estimator; Functional central limit theorem; Least dispersed estimator; Plug in estimator; Semiparametric model; Time series

Indexed keywords

EID: 5644285607     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1099579161     Document Type: Article

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