Local asymptotic normality for autoregression with infinite order (Q1813482)
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scientific article; zbMATH DE number 6487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local asymptotic normality for autoregression with infinite order |
scientific article; zbMATH DE number 6487 |
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Local asymptotic normality for autoregression with infinite order (English)
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25 June 1992
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simulation
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stationary autoregressive process with infinite order
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local parametrization
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locally asymptotically normal
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characterization
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local asymptotically minimax estimates
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adaptive estimation
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