LAN theorem for non-Gaussian locally stationary processes and its applications (Q2581642): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LAN theorem for non-Gaussian locally stationary processes and its applications |
scientific article |
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LAN theorem for non-Gaussian locally stationary processes and its applications (English)
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10 January 2006
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Locally stationary process
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Local asymptotic normality
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Asymptotically efficient estimator
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Optimal test
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Non-Gaussian robustness
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Adaptive estimation
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