Local asymptotic normality for multivariate nonlinear AR processes
DOI10.1080/10451120290019221zbMATH Open0992.62087OpenAlexW2088199422MaRDI QIDQ4542936FDOQ4542936
Authors: D. Lai, Xiaobao Wang, John J. Wiorkowski 
Publication date: 20 September 2002
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10451120290019221
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Cited In (9)
- LAN theorem for non-Gaussian locally stationary processes and its applications
- Local asymptotic normality for long-memory process with strong mixing noises
- On local asymptotic normality for functional autoregressive processes
- Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference
- Local asymptotic normality of Hilbertian autoregressive processes
- Title not available (Why is that?)
- Local asymptotic normality and efficient estimation for multivariate \(\mathrm{GINAR}(p)\) models
- Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes
- Comparison study of AR models on the Canadian lynx data: A close look at BDS statistic
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