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On the measurability and consistency of minimum contrast estimates

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  • J. Pfanzagl

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  • J. Pfanzagl, 1969. "On the measurability and consistency of minimum contrast estimates," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 14(1), pages 249-272, December.
  • Handle: RePEc:spr:metrik:v:14:y:1969:i:1:p:249-272 DOI: 10.1007/BF02613654
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    References listed on IDEAS

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    1. Axel Tenbusch, 1994. "Two-dimensional Bernstein polynomial density estimators," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 41(1), pages 233-253, December.
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    Cited by:

    1. Vajda, Igor, 1995. "Conditions equivalent to consistency of approximate MLE's for stochastic processes," Stochastic Processes and their Applications, Elsevier, vol. 56(1), pages 35-56, March.
    2. Yan Sun & Dan Ralescu, 2015. "A normal hierarchical model and minimum contrast estimation for random intervals," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 313-333.
    3. Shiqing Ling & Michael McAleer, 2010. "A general asymptotic theory for time-series models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 64(1), pages 97-111.
    4. 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.
    5. P. Gänssler, 1972. "Note on minimum contrast estimates for Markov processes," Metrika: International Journal for Theoretical and Applied Statistics, Springer, pages 115-130.
    6. Hideyuki Mizobuchi & Shigehiro Serizawa, 2006. "Maximal Domain for Strategy-proof Rules in Allotment Economies," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, pages 195-210.
    7. Mika Meitz & Pentti Saikkonen, 2008. "Parameter Estimation in Nonlinear AR-GARCH Models," Economics Working Papers ECO2008/25, European University Institute.
    8. Coen N. Teulings, 2016. "Secular Stagnation, Rational Bubbles, and Fiscal Policy," Cambridge Working Papers in Economics 1642, Faculty of Economics, University of Cambridge.
    9. F Blasques & P Gorgi & S Koopman & O Wintenberger, 2016. "Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models ," Working Papers hal-01377971, HAL.
    10. Meitz, Mika & Saikkonen, Pentti, 2011. "Parameter Estimation In Nonlinear Ar–Garch Models," Econometric Theory, Cambridge University Press, vol. 27(06), pages 1236-1278, December.
    11. Ao Yuan & Jan G. De Gooijer, 2006. "Semiparametric Regression with Kernel Error Model," Tinbergen Institute Discussion Papers 06-058/4, Tinbergen Institute.
    12. R. Michel, 1973. "The bound in the Berry-Esseen result for minimum contrast estimates," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 20(1), pages 148-155, December.
    13. Ling, Shiqing & McAleer, Michael, 2003. "Asymptotic Theory For A Vector Arma-Garch Model," Econometric Theory, Cambridge University Press, vol. 19(02), pages 280-310, April.
    14. 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;The Institute of Statistical Mathematics, pages 291-313.
    15. W. Sahler, 1970. "Estimation by minimum-discrepancy methods," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 16(1), pages 85-106, December.
    16. Horst Wegner, 1976. "On the existence of maximum probability estimators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 343-347.
    17. J. Pfanzagl, 1971. "The Berry-Esseen bound for minimum contrast estimates," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 17(1), pages 82-91, December.

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