• Title of article

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

  • Author/Authors

    Junichi Hirukawa، نويسنده , , Masanobu Taniguchi، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    49
  • From page
    640
  • To page
    688
  • Keywords
    locally stationary process , local asymptotic normality , asymptotically efficient estimator , Non-Gaussian robustness , Optimaltest , Adaptive estimation
  • Journal title
    Journal of Statistical Planning and Inference
  • Serial Year
    2006
  • Journal title
    Journal of Statistical Planning and Inference
  • Record number

    220073