Weakly Adaptive Estimators in Explosive Autoregression
Koul, Hira L. ; Pflug, Georg Ch.
Ann. Statist., Tome 18 (1990) no. 1, p. 939-960 / Harvested from Project Euclid
Consider the model $X_i = \rho X_{i - 1} + \varepsilon_i, |\rho| > 1$, where $X_0, \varepsilon_1, \varepsilon_2, \cdots$ are independent random variables with $\varepsilon_1, \varepsilon_2, \cdots$ having common density $\psi$. This paper gives sufficient conditions under which the sequence of experiments induced by $\{X_0, X_1, \cdots, X_n\}$ has a weak limit in the sense of Le Cam. In general, the limiting experiment is translation invariant and neither LAN nor LAMN. The paper further shows that the sequence of Pitman-type estimators of $\rho$ at a given $\psi$ converges weakly to $T$, where $T$ is minimax for the limiting experiment under a weighted squared error loss function. Finally, for an unknown $\psi$, a sequence of Pitman-type estimators that converges weakly to $T$ is constructed. These estimators are called weakly adaptive. The class of error densities for which these results hold include some that may not have finite Fisher information.
Publié le : 1990-06-14
Classification:  Pitman estimators,  minimax estimators,  nonstationary,  62G05,  62G20,  62G10
@article{1176347634,
     author = {Koul, Hira L. and Pflug, Georg Ch.},
     title = {Weakly Adaptive Estimators in Explosive Autoregression},
     journal = {Ann. Statist.},
     volume = {18},
     number = {1},
     year = {1990},
     pages = { 939-960},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176347634}
}
Koul, Hira L.; Pflug, Georg Ch. Weakly Adaptive Estimators in Explosive Autoregression. Ann. Statist., Tome 18 (1990) no. 1, pp.  939-960. http://gdmltest.u-ga.fr/item/1176347634/