Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10997901 | Comptes Rendus Mathematique | 2016 | 5 Pages |
Abstract
We give a Local Asymptotic Normality (LAN condition) and a Uniform Local Asymptotic Normality (ULAN condition) for a class of Hilbert space valued autoregressive processes when the correlation operator depends upon an unknown one-dimensional parameter. We then derive a Hajek minimax bound, the consistency, the asymptotic normality, and the efficiency of the conditional maximum likelihood and Bayes estimators yielding their optimality.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Nesrine Kara-Terki, Tahar Mourid,