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Article Dans Une Revue Annales de l'ISUP Année : 2019

Local Asymptotic Normality For Linear Functional AR Processes with multi dimensional Parameter

Résumé

We consider Local Asymptotic Normality (LAN) and Uniform Local Asymptotic Normality (ULAN) conditions for Linear Functional Autoregressive Processes with multi dimensional parameter. The corrélation operator dépends on an unknown multi-dimensional parameter and we establish the LAN and ULAN conditions. Then we dérivé with asymptotic properties of the conditional maximum likelihood and Bayes estimators giving Hajek minimax bound, consistency, asymptotic normality and efficiency of these estimators yielding their optimality.
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hal-03604383 , version 1 (10-03-2022)

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  • HAL Id : hal-03604383 , version 1

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Nesrine Kara-Terki, Tahar Mourid. Local Asymptotic Normality For Linear Functional AR Processes with multi dimensional Parameter. Annales de l'ISUP, 2019, 63 (1), pp.41-72. ⟨hal-03604383⟩

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