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

DOI10.1080/03610918.2022.2055069MaRDI QIDQ6562727zbMATH OpenFDO

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

• scientific article; zbMATH DE number 3169867 (Why is no real title available?)
• scientific article; zbMATH DE number 3986476 (Why is no real title available?)
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Adaptive estimation of causal periodic autoregressive model
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• Approximation Theorems of Mathematical Statistics
• Equivalence classes and local asymptotic normality in system identification for quantum Markov chains
• Local asymptotic normality for long-memory process with strong mixing noises
• Local asymptotic normality of multivariate ARMA processes with a linear trend
• Mixing: Properties and examples
• On adaptive estimation in stationary ARMA processes
• On local asymptotic normality for functional autoregressive processes
• The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend

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