On local asymptotic normality for functional autoregressive processes

DOI10.1016/j.jmva.2016.02.017zbMath1341.62262MaRDI QIDQ276983

Nesrine Kara-Terki, Tahar Mourid

Publication date: 4 May 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.02.017

zbMATH Keywords

efficiency; local asymptotic normality; maximum likelihood estimator; functional autoregressive processes; Hajek bound

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62M09: Non-Markovian processes: estimation

Related Items

Local asymptotic normality for long-memory process with strong mixing noises, Exponential bounds and convergence rates of sieve estimators for functional autoregressive processes

Uses Software

• fda (R)
• far

Cites Work

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