IDEAS home Printed from https://ideas.repec.org/a/spr/metrik/v14y1969i1p249-272.html
   My bibliography  Save this article

On the measurability and consistency of minimum contrast estimates

Author

Listed:
  • J. Pfanzagl

Abstract

No abstract is available for this item.

Suggested Citation

  • 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
    as

    Download full text from publisher

    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 search for a different version of it.

    Citations

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


    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. 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.
    3. 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.
    4. P. Gänssler, 1972. "Note on minimum contrast estimates for Markov processes," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 19(1), pages 115-130, December.
    5. 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.
    6. Meitz, Mika & Saikkonen, Pentti, 2011. "Parameter Estimation In Nonlinear Ar–Garch Models," Econometric Theory, Cambridge University Press, vol. 27(06), pages 1236-1278, December.
    7. Ao Yuan & Jan G. De Gooijer, 2006. "Semiparametric Regression with Kernel Error Model," Tinbergen Institute Discussion Papers 06-058/4, Tinbergen Institute.
    8. 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.
    9. 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.
    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;The Institute of Statistical Mathematics, vol. 57(2), pages 291-313, June.
    11. Horst Wegner, 1976. "On the existence of maximum probability estimators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 28(1), pages 343-347, December.
    12. 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.
    13. 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, vol. 67(2), pages 313-333, April.
    14. István Berkes & Lajos Horváth & Shiqing Ling, 2009. "Estimation in nonstationary random coefficient autoregressive models," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(4), pages 395-416, July.
    15. repec:bla:scjsta:v:44:y:2017:i:1:p:204-229 is not listed on IDEAS
    16. Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2016. "Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models," Tinbergen Institute Discussion Papers 16-082/III, Tinbergen Institute.
    17. repec:bla:jtsera:v:38:y:2017:i:6:p:880-894 is not listed on IDEAS
    18. W. Sahler, 1970. "Estimation by minimum-discrepancy methods," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 16(1), pages 85-106, December.
    19. Gang Zheng & Qizhai Li & Ao Yuan, 2014. "Some Statistical Properties of Efficiency Robust Tests with Applications to Genetic Association Studies," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(3), pages 762-774, September.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. 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: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .

    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.

    We have no references for this item. You can help adding them by using 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 RePEc Author Service 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.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.