A Note on the Second Order Asymptotic Efficiency of Estimators in an Autoregressive Process

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概要

• 論文の詳細を見る
• 電気通信大学の論文
• 1975-08-30

著者

• 赤平 昌文

  StatisticalLaboratory, University of Electro-Communications

• 赤平 昌文

  Statistical Laboratory University Of Electro-communications

関連論文

• Third Order Asymptotic Efficiency and Asymptotic Completeness of Estimators
• Note on Non-Regular Asymptotic Estimation : What "Non-Regularity" Implies
• Asymptotic Optimality of the Generalized Bayes Estimator
• Third Order Asymptotic Efficiency of Maximum Likelihood Estimator for Multiparameter Exponential Case
• On Gram-Charlier-Edgeworth Type Expansion of the Sums of Random Variables (III) : Multivariate Cases
• On Gram-Charlier-Edgeworth Type Expansion of the Sums of Random Variables (II)
• On Gram-Charlier-Edgeworth Type Expansion of the Sums of Random Variables (I)
• On the Second Order Asymptotic Efficiency of Estimators in Multiparameter Cases
• On the Second Order Asymptotic Optimality of Estimators in an Autoregressive Process
• A Remark on Comparison with a Maximum Likelihood Estimator in Asymptotic Variances in a Non-Regular Case
• A Remark on Asymptotic Sufficiency of Statistics in Non-Regular Cases
• A Note on the Second Order Asymptotic Efficiency of Estimators in an Autoregressive Process

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