Local asymptotic normality for autoregression with infinite order (Q1813482)

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Local asymptotic normality for autoregression with infinite order
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    Local asymptotic normality for autoregression with infinite order (English)
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    25 June 1992
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    simulation
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    stationary autoregressive process with infinite order
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    local parametrization
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    locally asymptotically normal
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    characterization
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    local asymptotically minimax estimates
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    adaptive estimation
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