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Local asymptotic normality
OpenAlex ID:
C196842392
Quasi-Likelihood Functions
1983
·
Peter McCullagh
·
The Annals of Statistics
·
771
PDF
Convergence rates and asymptotic normality for series estimators
1997
·
Whitney K. Newey
·
Journal of Econometrics
·
724
Efficient Parameter Estimation for Self-Similar Processes
1989
·
Rainer Dahlhaus
·
The Annals of Statistics
·
686
PDF
Asymptotic Normality, When Regressors Have a Unit Root
1988
·
Kenneth D. West
·
Econometrica
·
338
Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
1995
·
Elias Masry
, Dag Tjøstheim
·
Econometric Theory
·
271
On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
1970
·
L. LeCam
·
The Annals of Mathematical Statistics
·
266
PDF
Asymptotic Behavior of Statistical Estimators and of Optimal Solutions of Stochastic Optimization Problems
1988
·
Jitka Dupacova
, Roger Wets
·
The Annals of Statistics
·
263
PDF
Maximum Likelihood Estimation for Dependent Observations
1976
·
Martin J. Crowder
·
Journal of the Royal Statistical Society Series B (Statistical Methodology)
·
248
A Note on Asymptotic Joint Normality
1972
·
C. L. Mallows
·
The Annals of Mathematical Statistics
·
244
PDF
Nonparametric regression estimation for dependent functional data: asymptotic normality
2004
·
Elias Masry
·
Stochastic Processes and their Applications
·
237
PDF
REML estimation: asymptotic behavior and related topics
1996
·
Jiming Jiang
·
The Annals of Statistics
·
220
PDF
Multi-parameter estimation beyond quantum Fisher information
2020
·
Rafał Demkowicz-Dobrzański
, Wojciech Górecki
, et al.
·
Journal of Physics A Mathematical and Theoretical
·
219
PDF
Asymptotic normality of maximum likelihood and its variational approximation for stochastic blockmodels
2013
·
Peter Bickel
, David Choi
, et al.
·
The Annals of Statistics
·
218
PDF
On the Asymptotic Normality of Statistics with Estimated Parameters
1982
·
Ronald H. Randles
·
The Annals of Statistics
·
215
PDF
The Nonstationary Fractional Unit Root
1999
·
Katsuto Tanaka
·
Econometric Theory
·
206
Testing the Normality Assumption in Limited Dependent Variable Models
1984
·
Anil K. Bera
, Carlos M. Jarque
, et al.
·
International Economic Review
·
197
Asymptotic Theory of a Test for the Constancy of Regression Coefficients Against the Random Walk Alternative
1988
·
Seiji Nabeya
, Katsuto Tanaka
·
The Annals of Statistics
·
196
PDF
A likelihood approximation for locally stationary processes
2000
·
Rainer Dahlhaus
·
The Annals of Statistics
·
184
Uniform Asymptotic Normality of the Maximum Likelihood Estimator
1980
·
T. J. Sweeting
·
The Annals of Statistics
·
171
PDF
On Asymptotic Normality of Limiting Density Functions with Bayesian Implications
1985
·
Chan-Fu Chen
·
Journal of the Royal Statistical Society Series B (Statistical Methodology)
·
152
Fixed design regression for time series: Asymptotic normality
1992
·
George G. Roussas
, Lanh T. Tran
, et al.
·
Journal of Multivariate Analysis
·
151
A Likelihood Approximation for Locally Stationary Processes
2016
·
Dahlhaus, Rainer
·
heiDOK (Heidelberg University)
·
143
PDF
Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
2004
·
Soren Tolver Jensen
, Anders Rahbek
·
Econometrica
·
139
Diffusions with measurement errors. I. Local Asymptotic Normality
2001
·
Arnaud Gloter
, Jean Jacod
·
ESAIM Probability and Statistics
·
134
PDF
Linear Serial Rank Tests for Randomness Against Arma Alternatives
1985
·
Marc Hallin
, Jean-Francois Ingenbleek
, et al.
·
The Annals of Statistics
·
134
PDF
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Citation count:
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