Open AccessLocal asymptotic normality for regression models with long-memory disturbance
Author(s) -
Marc Hallin,
Masanobu Taniguchi,
Abdeslam Serroukh,
Kokyo Choy
Publication year - 1999
Publication title -
annals of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 5.877
H-Index - 178
eISSN - 2168-8966
pISSN - 0090-5364
DOI - 10.1214/aos/1017939250
Subject(s) - mathematics , asymptotic distribution , local asymptotic normality , asymptotically optimal algorithm , minimax , estimator , context (archaeology) , rank (graph theory) , linear discriminant analysis , statistics , mathematical optimization , combinatorics , paleontology , biology