LAN theorem for non-Gaussian locally stationary processes and its applications (Q2581642): Difference between revisions

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Revision as of 13:59, 11 June 2024

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LAN theorem for non-Gaussian locally stationary processes and its applications
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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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