Publication:4431515

zbMath1022.62085MaRDI QIDQ4431515

Jelloul Allal, Said El Melhaoui, A. Kaaouachi

Publication date: 22 October 2003

zbMATH Keywords

LAM; local asymptotic normality; LAN; asymptotic linearity; locally asymptotically minimax adaptivity

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

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

62F35: Robustness and adaptive procedures (parametric inference)