Local asymptotic normality for autoregression with infinite order (Q1813482)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local asymptotic normality for autoregression with infinite order |
scientific article |
Statements
Local asymptotic normality for autoregression with infinite order (English)
0 references
25 June 1992
0 references
simulation
0 references
stationary autoregressive process with infinite order
0 references
local parametrization
0 references
locally asymptotically normal
0 references
characterization
0 references
local asymptotically minimax estimates
0 references
adaptive estimation
0 references
