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Original Articles

Minimum-eontrast-schatzungen .für stoehästische prozesse

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Pages 219-227 | Received 01 Sep 1978, Published online: 27 Jun 2007

References

  • Michel , R. and Pfanzagl , J. 1971 . The accuracy of the normal approximation for minimum contrast estimates . Z. Wahrscheinlichkeitstheorie verw. Gebiete , 18 : 73 – 84 .
  • Pfanzagl , J. 1969 . On the measurability and consistency of minimum contrast estimates . Metrika , 14 : 249 – 272 .
  • Pfanzagl , J. 1971 . The Berry-Esseen bound for minimum contrast estimates . Metrika , 17 : 82 – 91 .
  • Pfanzagl , J. 1973 . Asymptotic expansions related to minimum contrast estimators . Ann. Statist , 1 : 993 – 1026 .
  • Prakasa Rao , B.L.S. 1975 . The Berry-Esseen bound for minimum contrast estimators in the independent non identically distributed case . Metrika , 22 : 225 – 239 .
  • Walker , A.M. 1964 . Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary nondeterministic time series . J. Australian Math. Soc , 4 : 363 – 384 .

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