Local asymptotic normality for long-memory process with strong mixing noises

DOI10.1080/03610926.2019.1584306MaRDI QIDQ5077223zbMATH OpenOpenAlexWikidataFDO

Authors Soraya Haddad, Karima Belaide

Publication date 18 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2019.1584306

zbMATH Keywords

fractional autoregressive processLAN propretylong memorystrong mixing

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Local asymptotic normality for regression models with long-memory disturbance
• Local asymptotic normality of Hilbertian autoregressive processes
• On local asymptotic normality for functional autoregressive processes
• Local asymptotic normality property for fractional Gaussian noise under high-frequency observations
• Local asymptotic normality for multivariate nonlinear AR processes

Cites work

• Aligned rank tests for linear models with autocorrelated error terms
• Asymptotic normality of locally modelled regression estimator for functional data
• Asymptotic normality of the local linear estimation of the conditional density for functional time-series data
• Asymptotic normality of wavelet estimator for strong mixing errors
• Asymptotic theory of weakly dependent stochastic processes
• Efficient parameter estimation for self-similar processes
• Equivalence classes and local asymptotic normality in system identification for quantum Markov chains
• Estimation for nonlinear autoregressive models generated by beta-ARCH processes
• Fisher informations and local asymptotic normality for continuous-time quantum Markov processes
• scientific article; zbMATH DE number 1866534 (Why is no real title available?)
• scientific article; zbMATH DE number 3258670 (Why is no real title available?)
• Linear serial rank tests for randomness against ARMA alternatives
• Local asymptotic normality for autoregression with infinite order
• Local asymptotic normality for regression models with long-memory disturbance
• Local asymptotic normality of multivariate ARMA processes with a linear trend
• Local asymptotic normality property for fractional Gaussian noise under high-frequency observations
• Mixing: Properties and examples
• Nonlinear time series contiguous to AR(1) processes and a related efficient test for linearity
• On adaptive estimation in stationary ARMA processes
• On Large-Sample Estimation and Testing in Parametric Models
• On local asymptotic normality for functional autoregressive processes
• Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
• Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure.
• The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
• Wavelet-based estimation of regression function with strong mixing errors under fixed design

Cited in

(14)

• Local asymptotic normality for linear homogeneous difference equations with non-Gaussian noise
• Local asymptotic normality for regression models with long-memory disturbance
• Local asymptotic normality property for fractional Gaussian noise under high-frequency observations
• On local asymptotic normality for functional autoregressive processes
• scientific article; zbMATH DE number 4026620 (Why is no real title available?)
• Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes
• Local asymptotic normality property for lacunar wavelet series multifractal model
• Local asymptotic normality for a periodically time varying long memory parameter
• Neyman's C(α) test for the shape parameter of the exponential power class
• Local asymptotic normality for Student-Lévy processes under high-frequency sampling
• On several local asymptotic properties for fractional autoregressive models with strong mixing noises
• Tests in functional autoregressive processes via local asymptotic normality condition
• Local asymptotic normality in periodic threshold GARCH and periodic GARCH models
• Fractional periodic autoregression

This page was built for publication: Local asymptotic normality for long-memory process with strong mixing noises

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5077223)