Results 241 to 250 of about 91,156 (303)

Local asymptotic normality for a periodically time varying long memory parameter

Communications in Statistics - Theory and Methods, 2020
A periodically time varying long memory parameter version of the fixed long memory parameter case local asymptotic normality (LAN) results are implemented here. The process is assumed to be invertible and causal for simplicity.
A. Amimour, K. Belaide
semanticscholar   +3 more sources

Local asymptotic normality for Student-Lévy processes under high-frequency sampling

Statistics, 2019
There is considerable interest in parameter estimation in Lévy models. The maximum likelihood estimator is widely used because under certain conditions it enjoys asymptotic efficiency properties.
Till Massing
semanticscholar   +3 more sources

Revisiting Local Asymptotic Normality (LAN) and Passing on to Local Asymptotic Mixed Normality (LAMN) and Local Asymptotic Quadratic (LAQ) Experiments

, 2011
Let X 1, …, X n be a random sample of size n from an underlying parametric statistical model. Then the basic statistical problem may be stated as follows: On the basis of a random sample, whose probability law depends on a parameter θ, discriminate between two values θ and θ ∗ (θ≠θ∗).
G. Roussas, D. Bhattacharya
semanticscholar   +2 more sources

Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference

Statistical Methodology, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
S. Hwang, I. Basawa, I. Yeo
semanticscholar   +3 more sources

Asymptotic normality of the local linear estimation of the conditional density for functional time-series data

Communications in Statistics - Theory and Methods, 2018
Xianzhu Xiong, Peiqin Zhou, Ailian Chen
semanticscholar   +3 more sources

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

Communications in Statistics - Theory and Methods, 2020
We will establish the local asymptotic normality (LAN) for fractional autoregressive long memory model in the case of strong mixing noises. This opens the way in future work to construct an adaptive estimator and construct optimal tests for the ...
S. Haddad, K. Belaide
semanticscholar   +1 more source

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