Higher‐order asymptotics of minimax estimators for time series-Reference-Cited by-同舟云学术

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Higher‐order asymptotics of minimax estimators for time series

Published:2022-07-07 Issue:2 Volume:44 Page:247-257
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:Journal Time Series Analysis

Author:

Xu Xiaofei¹^ORCID,Liu Yan²^ORCID,Taniguchi Masanobu³⁴^ORCID

Affiliation:

1. School of Mathematics and Statistics Wuhan University Wuhan Hubei People's Republic of China

2. Institute for Mathematical Science Waseda University Tokyo Japan

3. Department of Applied Mathematics Waseda University Tokyo Japan

4. Research Institute for Science and Engineering Waseda University Tokyo Japan

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12661

Reference24 articles.

1. Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency

2. The Statistical Analysis of Time Series

3. Minimax estimation of large covariance matrices under l1‐norm;Cai TT;Statistica Sinica,2012

4. Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series

5. Minimax Estimation of the $L_{1}$ Distance

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