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Title of Journal: Ann Inst Stat Math

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Abbravation: Annals of the Institute of Statistical Mathematics

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Kluwer Academic Publishers-Plenum Publishers

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10.1016/0012-821x(76)90009-1

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1572-9052

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A characterization of limiting distributions of es

Authors: WeiMin Huang
Publish Date: 1986/12/01
Volume: 38, Issue: 1, Pages: 137-144
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Abstract

Let the random variablesX1X2 X n be generated by the firstorder autoregressive modelX i =θX i−1 +e i wheree i i=1 2 n are iid random variables with mean zero variance σ2 and with unspecified density functiong· In the present paper we obtain a characterization of limiting distributions of nonparametric and parametric estimators of θ as well as a local asymptotic minimax bound of the risks of estimators

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  1. Estimating nonlinear regression with and without change-points by the LAD method
  2. Smoothing algorithms for state–space models
  3. Maximum likelihood estimation in the proportional hazards cure model
  4. Conditional independence, conditional mixing and conditional association
  5. Two-step estimation procedures for inhomogeneous shot-noise Cox processes
  6. Estimating the intensity of a cyclic Poisson process in the presence of linear trend
  7. Recursive equations in finite Markov chain imbedding
  8. Full likelihood inferences in the Cox model: an empirical likelihood approach
  9. Connectedness of PBIB designs having asymmetrical association schemes
  10. Limiting size index distributions for ball-bin models with Zipf-type frequencies
  11. Higher-order accurate polyspectral estimation with flat-top lag-windows
  12. A class of rank-based test for left-truncated and right-censored data
  13. Local c - and E -optimal Designs for Exponential Regression Models
  14. Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise
  15. Yates type estimators of a common mean
  16. On sum of 0–1 random variables I. Univariate case
  17. Nonparametric estimators of the survival function with twice censored data
  18. Testing Homogeneity in Weibull Error in Variables Models
  19. Goodness of fit test for ergodic diffusion processes
  20. Proportional odds frailty model and stochastic comparisons
  21. Multiplicity distributions in a two-component branching process
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