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Efficient Estimation in a Semiparametric Autoregressive Model

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  • Anton Schick

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  • Anton Schick, 1999. "Efficient Estimation in a Semiparametric Autoregressive Model," Statistical Inference for Stochastic Processes, Springer, vol. 2(1), pages 69-98, January.
    • Handle: RePEc:spr:sistpr:v:2:y:1999:i:1:p:69-98
    DOI: 10.1023/A:1009950813472
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    References listed on IDEAS

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    1. Kreiss Jens-Peter, 1987. "On Adaptive Estimation In Autoregressive Models When There Are Nuisance Functions," Statistics & Risk Modeling, De Gruyter, vol. 5(1-2), pages 59-76, February.
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