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