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

DOI10.1080/03610926.2019.1584306OpenAlexW2922369899WikidataQ128242863 ScholiaQ128242863MaRDI QIDQ5077223

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

long memorystrong mixingfractional autoregressive processLAN proprety

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

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

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