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Journal of Statistical Planning and Inference

Volumn 136, Issue 3, 2006, Pages 640-688

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

(2) Hirukawa, Junichi a Taniguchi, Masanobu a

Author keywords

Adaptive estimation; Asymptotically efficient estimator; Local asymptotic normality; Locally stationary process; Non Gaussian robustness; Optimal test

Indexed keywords

EID: 28044449583 PISSN: 03783758 EISSN: None Source Type: Journal
DOI: 10.1016/j.jspi.2004.08.017 Document Type: Article

Times cited : (9)

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