On the measurability and consistency of minimum contrast estimates
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Springer in its journal Metrika.
Volume (Year): 14 (1969)
Issue (Month): 1 (December)
Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=102509
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Petr Lachout & Eckhard Liebscher & Silvia Vogel, 2005. "Strong convergence of estimators as ε n -minimisers of optimisation problemsof optimisation problems," Annals of the Institute of Statistical Mathematics, Springer, vol. 57(2), pages 291-313, June.
- Shiqing Ling & Michael McAleer, 2001.
"Asymptotic Theory for a Vector ARMA-GARCH Model,"
ISER Discussion Paper
0549, Institute of Social and Economic Research, Osaka University.
- Shiqing Ling & Michael McAleer, 2010.
"A general asymptotic theory for time-series models,"
Netherlands Society for Statistics and Operations Research, vol. 64(1), pages 97-111.
- Shiqing Ling & Michael McAleer, 2009. "A General Asymptotic Theory for Time Series Models," CIRJE F-Series CIRJE-F-670, CIRJE, Faculty of Economics, University of Tokyo.
- Mika Meitz & Pentti Saikkonen, 2010.
"Parameter estimation in nonlinear AR–GARCH models,"
KoÃ§ University-TUSIAD Economic Research Forum Working Papers
1002, Koc University-TUSIAD Economic Research Forum.
- Mika Meitz & Pentti Saikkonen, 2008. "Parameter estimation in nonlinear AR-GARCH models," Economics Series Working Papers 396, University of Oxford, Department of Economics.
- Mika Meitz & Pentti Saikkonen, 2008. "Parameter Estimation in Nonlinear AR-GARCH Models," Economics Working Papers ECO2008/25, European University Institute.
- Mika Meitz & Pentti Saikkonen, 2008. "Parameter estimation in nonlinear AR-GARCH models," CREATES Research Papers 2008-30, School of Economics and Management, University of Aarhus.
- Douc, R. & Doukhan, P. & Moulines, E., 2013. "Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator," Stochastic Processes and their Applications, Elsevier, vol. 123(7), pages 2620-2647.
- P. Gänssler, 1972. "Note on minimum contrast estimates for Markov processes," Metrika, Springer, vol. 19(1), pages 115-130, December.
- J. Pfanzagl, 1971. "The Berry-Esseen bound for minimum contrast estimates," Metrika, Springer, vol. 17(1), pages 82-91, December.
- R. Michel, 1973. "The bound in the Berry-Esseen result for minimum contrast estimates," Metrika, Springer, vol. 20(1), pages 148-155, December.
- Horst Wegner, 1976. "On the existence of maximum probability estimators," Annals of the Institute of Statistical Mathematics, Springer, vol. 28(1), pages 343-347, December.
- W. Sahler, 1970. "Estimation by minimum-discrepancy methods," Metrika, Springer, vol. 16(1), pages 85-106, December.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F Baum).
If references are entirely missing, you can add them using this form.