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Search: subject:"asymptotic normality"
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asymptotic normality
18
Asymptotic normality
13
consistency
10
Nichtparametrisches Verfahren
4
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4
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3
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2
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2
sieve minimum distance
2
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1
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1
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1
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1
Asymptotic Normality
1
Asymptotic normality , Empirical likelihood , Semiparametric imputation
1
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1
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1
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1
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35
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Blasques, Francisco
3
Klüppelberg, Claudia
3
Koopman, Siem Jan
3
Nielsen, Morten Ørregaard
3
Wang, Qihua
3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Maximum likelihood estimation for non-stationary location models with mixture of normal distributions
Blasques, Francisco
;
van Brummelen, Janneke
;
Gorgi, Paolo
; …
-
2022
robust filtering and forecasting. We provide sufficient conditions for the strong consistency and
asymptotic
normality
of the …
Persistent link: https://www.econbiz.de/10012797266
Saved in:
2
Asymptotic properties of the weighted average least squares (WALS) estimator
De Luca, Giuseppe
;
Magnus, Jan
;
Peracchi, Franco
-
2022
We investigate the asymptotic behavior of the WALS estimator, a model-averaging estimator with attractive finite-sample and computational properties. WALS is closely related to the normal location model, and hence much of the paper concerns the asymptotic behavior of the estimator of the unknown...
Persistent link: https://www.econbiz.de/10013356478
Saved in:
3
On the nonparametric estimation of the conditional hazard estimator in a single functional index
Gagui, Abdelmalek
;
Chouaf, Abdelhak
- In:
Statistics in Transition new series (SiTns)
23
(
2022
)
2
,
pp. 89-105
asymptotic
normality
of the proposed estimator under general conditions and in cases where the variables satisfy the strong …
Persistent link: https://www.econbiz.de/10013444134
Saved in:
4
Indirect inference for time series using the empirical characteristic function and control variates
Davis, Richard A.
;
do Rêgo Sousa, Thiago
; …
- In:
Journal of Time Series Analysis
42
(
2021
)
5-6
,
pp. 653-684
of time series processes. We show consistency and
asymptotic
normality
of the parameter estimators under strong mixing …
Persistent link: https://www.econbiz.de/10012621813
Saved in:
5
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2021
consistency (which is a prerequisite for proving
asymptotic
normality
) is challenging due to non-uniform convergence of the … components. In contrast, we establish consistency and
asymptotic
normality
of parameter estimates related to the stochastic …
Persistent link: https://www.econbiz.de/10012670894
Saved in:
6
Asymptotic and finite sample properties for multivariate rotated GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Econometrics
9
(
2021
)
2
,
pp. 1-21
(2sQML) estimator, this paper shows consistency and
asymptotic
normality
under weak conditions. While second …
Persistent link: https://www.econbiz.de/10012696326
Saved in:
7
Estimating a gradual parameter change in an AR(1)-process
Hušková, Marie
;
Prášková, Zuzana
;
Steinebach, Josef G.
- In:
Metrika
85
(
2021
)
7
,
pp. 771-808
Persistent link: https://www.econbiz.de/10014497477
Saved in:
8
Convergence of least squares estimators in the adaptive Wynn algorithm for some classes of nonlinear regression models
Freise, Fritjof
;
Gaffke, Norbert
;
Schwabe, Rainer
- In:
Metrika
84
(
2021
)
6
,
pp. 851-874
asymptotic
normality
are derived for two classes of nonlinear models: firstly, for the class of models satisfying a condition of … some natural continuity assumptions. For
asymptotic
normality
some further smoothness assumptions and asymptotic …
Persistent link: https://www.econbiz.de/10014497557
Saved in:
9
The quarter median
Baringhaus, Ludwig
;
Grübel, Rudolf
- In:
Metrika
85
(
2021
)
4
,
pp. 419-458
of an orthogonal basis. We obtain results on existence, equivariance, and
asymptotic
normality
. …
Persistent link: https://www.econbiz.de/10014497608
Saved in:
10
Asymptotically normal estimators of the ruin probability for Lévy insurance surplus from discrete samples
Shimizu, Yasutaka
;
Zhang, Zhimin
- In:
Risks
7
(
2019
)
2
,
pp. 1-22
A statistical inference for ruin probability from a certain discrete sample of the surplus is discussed under a spectrally negative Lévy insurance risk. We consider the Laguerre series expansion of ruin probability, and provide an estimator for any of its partial sums by computing the...
Persistent link: https://www.econbiz.de/10013200455
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