no. 3
The Kolmogorov-Smirnov distance as criterion of choice of estimators with application to the first order auto-regressive case : a Monte Carlo study
RAIRO - Operations Research - Recherche Opérationnelle, Tome 18 (1984) no. 3, pp. 297-307. 
@article{RO_1984__18_3_297_0,
     author = {Truong, Thuan V.},
     title = {The {Kolmogorov-Smirnov} distance as criterion of choice of estimators with application to the first order auto-regressive case : a {Monte} {Carlo} study},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {297--307},
     publisher = {EDP-Sciences},
     volume = {18},
     number = {3},
     year = {1984},
     zbl = {0549.62080},
     language = {en},
     url = {http://archive.numdam.org/item/RO_1984__18_3_297_0/}
}
TY  - JOUR
AU  - Truong, Thuan V.
TI  - The Kolmogorov-Smirnov distance as criterion of choice of estimators with application to the first order auto-regressive case : a Monte Carlo study
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 1984
SP  - 297
EP  - 307
VL  - 18
IS  - 3
PB  - EDP-Sciences
UR  - http://archive.numdam.org/item/RO_1984__18_3_297_0/
LA  - en
ID  - RO_1984__18_3_297_0
ER  - 
%0 Journal Article
%A Truong, Thuan V.
%T The Kolmogorov-Smirnov distance as criterion of choice of estimators with application to the first order auto-regressive case : a Monte Carlo study
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 1984
%P 297-307
%V 18
%N 3
%I EDP-Sciences
%U http://archive.numdam.org/item/RO_1984__18_3_297_0/
%G en
%F RO_1984__18_3_297_0
Truong, Thuan V. The Kolmogorov-Smirnov distance as criterion of choice of estimators with application to the first order auto-regressive case : a Monte Carlo study. RAIRO - Operations Research - Recherche Opérationnelle, Tome 18 (1984) no. 3, pp. 297-307. http://archive.numdam.org/item/RO_1984__18_3_297_0/

1. B. P. Adhikari and D. D. Joshi, Distance-discrimination et résumé exhaustif, Publications de l'Institut de Statistique de l'Université de Paris, Vol. 5, 1956, pp. 57-74. | MR | Zbl

2. S. M. Ali and S. D. Silvey, General Class of Coefficients of Divergence of One Distribution from Another, The Journal of Royal Statistical Society, Sr. B, Vol.58, 1966, pp.131-142. | MR | Zbl

3. C. M. Beach and J. G. Mackinnon, A Maximum Likelihood Procedure for Regression with Autocorrelated Errors, Econometrica, Vol. 46, No. 1, 1978, pp. 51-58. | MR | Zbl

4. J. Durbin, Estimation of Parameters in Time-Series Regression Models, The Journal of Royal Statistical Society, Sr.B, Vol. 22, 1960, pp.139-153. | MR | Zbl

5. L. Rao and Z. Griliches, Small-Samples Properties of Several Two-Stage Regression Methods in the Context of Autocorrelated Errors, Journal of the American Statistical Association, Vol. 64, 1969, pp. 253-272.