𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Minimum Distance Estimation in AR(1)-processes

✍ Scribed by Michel Piot

Book ID
110397673
Publisher
Springer US
Year
2002
Tongue
English
Weight
356 KB
Volume
4
Category
Article
ISSN
1387-5841

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Minimum Hellinger distance estimation fo
Minimum Hellinger distance estimation for supercritical Galton–Watson processes
✍ T.N. Sriram; A.N. Vidyashankar πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 122 KB

This paper studies the asymptotic behavior of the minimum Hellinger distance estimator of the underlying parameter in a supercritical branching process whose o spring distribution is known to belong to a parametric family. This estimator is shown to be asymptotically normal, e cient at the true mode