Local asymptotic normality of Hilbertian autoregressive processes

DOI10.1016/J.CRMA.2016.03.006MaRDI QIDQ282874zbMATHOpenAlexFDO

Authors Nesrine Kara-Terki, Tahar Mourid

Publication date 12 May 2016

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2016.03.006

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 3733065 (Why is no real title available?)
• A family of minimax rates for density estimators in continuous time
• Asymptotic distribution of the likelihood function in the independent not identically distributed case
• Asymptotic distribution of the log-likelihood function for stochastic processes
• Asymptotic optimal inference for a class of nonlinear time series models
• Asymptotics in statistics. Some basic concepts.
• Local asymptotic normality for autoregression with infinite order
• The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend

Cited in

(5)

• On local asymptotic normality for functional autoregressive processes
• Local asymptotic normality for long-memory process with strong mixing noises
• Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference
• Maximum-likelihood asymptotic inference for autoregressive Hilbertian processes
• scientific article; zbMATH DE number 3898062 (Why is no real title available?)

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