LAN theorem for non-Gaussian locally stationary processes and its applications

Junichi Hirukawa، نويسنده , , Masanobu Taniguchi، نويسنده ,

روزنامه با شماره پیاپی سال 2006

49

640

688

locally stationary process , local asymptotic normality , asymptotically efficient estimator , Non-Gaussian robustness , Optimaltest , Adaptive estimation

Journal of Statistical Planning and Inference

2006

Journal of Statistical Planning and Inference

220073