Local asymptotic normality for regression models with long-memory disturbance
Publication:1583901
DOI10.1214/AOS/1017939250zbMath0957.62077OpenAlexW1579201081WikidataQ115374768 ScholiaQ115374768MaRDI QIDQ1583901
Abdeslam Serroukh, Masanobu Taniguchi, Kokyo Choy, Marc Hallin
Publication date: 20 March 2001
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1017939250
discriminant analysislocal asymptotic normalityadaptive estimationlong-memory processFARIMA modellocally asymptotically optimal test
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Asymptotic properties of parametric tests (62F05)
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