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

DOI10.1080/03610918.2022.2055069MaRDI QIDQ6562727

[[Person:6562726|Author name not available (Why is that?)]], 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

• Title not available (Why is that?)
• Title not available (Why is that?)
• On local asymptotic normality for functional autoregressive processes
• The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
• Mixing: Properties and examples
• Aligned rank tests for linear models with autocorrelated error terms
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• Local asymptotic normality of multivariate ARMA processes with a linear trend
• Equivalence classes and local asymptotic normality in system identification for quantum Markov chains
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Approximation Theorems of Mathematical Statistics
• Adaptive Estimation of Causal Periodic Autoregressive Model
• Local asymptotic normality for long-memory process with strong mixing noises

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