Local asymptotic normality for regression models with long-memory disturbance

Business & Economics

• Discriminant Analysis 100%
• Asymptotic Normality 86%
• Minimax 80%
• Long Memory 72%
• Testing 54%
• Adaptive Estimation 53%
• Regression Model 53%
• Hypothesis Testing 33%
• Inference 26%
• Estimator 25%

Mathematics

• Local Asymptotic Normality 95%
• Long Memory 78%
• Disturbance 61%
• Regression Model 53%
• Discriminant Analysis 51%
• Fractional ARIMA 37%
• Testing 30%
• Minimax Estimation 28%
• Minimax Estimator 28%
• Adaptive Estimation 28%
• Asymptotically Optimal 23%
• Linear Constraints 22%
• Hypothesis Testing 21%
• Context 13%