Advanced Search
MyIDEAS: Login to save this article or follow this journal

On the measurability and consistency of minimum contrast estimates

Contents:

Author Info

  • J. Pfanzagl
Registered author(s):

    Abstract

    No abstract is available for this item.

    Download Info

    If 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.
    File URL: http://hdl.handle.net/10.1007/BF02613654
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Springer in its journal Metrika.

    Volume (Year): 14 (1969)
    Issue (Month): 1 (December)
    Pages: 249-272

    as in new window
    Handle: RePEc:spr:metrik:v:14:y:1969:i:1:p:249-272

    Contact details of provider:
    Web page: http://www.springerlink.com/link.asp?id=102509

    Order Information:
    Web: http://link.springer.de/orders.htm

    Related research

    Keywords:

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. R. Michel, 1973. "The bound in the Berry-Esseen result for minimum contrast estimates," Metrika, Springer, Springer, vol. 20(1), pages 148-155, December.
    2. Mika Meitz & Pentti Saikkonen, 2008. "Parameter estimation in nonlinear AR-GARCH models," Economics Series Working Papers 396, University of Oxford, Department of Economics.
    3. 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.
    4. J. Pfanzagl, 1971. "The Berry-Esseen bound for minimum contrast estimates," Metrika, Springer, Springer, vol. 17(1), pages 82-91, December.
    5. 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.
    6. P. Gänssler, 1972. "Note on minimum contrast estimates for Markov processes," Metrika, Springer, Springer, vol. 19(1), pages 115-130, December.
    7. W. Sahler, 1970. "Estimation by minimum-discrepancy methods," Metrika, Springer, Springer, vol. 16(1), pages 85-106, December.
    8. 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, Elsevier, vol. 123(7), pages 2620-2647.
    9. 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.
    10. 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.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:spr:metrik:v:14:y:1969:i:1:p:249-272. See general information about how to correct material in RePEc.

    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 you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.