Local asymptotic normality for a periodically time varying long memory parameter

DOI10.1080/03610926.2020.1784435OpenAlexW3038461703MaRDI QIDQ5081036

Karima Belaide, Amine Amimour

Publication date: 1 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2020.1784435

zbMATH Keywords

simulationlocal asymptotic normalityfractionally processPtvARFIMAtime-varying long-memory parameter

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Minimum Hellinger distance estimates for a periodically time-varying long memory parameter

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