On several local asymptotic properties for fractional autoregressive models with strong mixing noises

DOI10.1080/03610918.2022.2055069MaRDI QIDQ6562727FDOQ6562727

Authors: Karima Belaide 

Publication date: 27 June 2024

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Mixing: Properties and examples
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
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• On adaptive estimation in stationary ARMA processes
• Local asymptotic normality for long-memory process with strong mixing noises
• Equivalence classes and local asymptotic normality in system identification for quantum Markov chains
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• Adaptive estimation of causal periodic autoregressive model

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