Tests in functional autoregressive processes via local asymptotic normality condition

Kara-Terki Nesrine

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 23, 8556-8570

Abstract: Local asymptotic normality (LAN) and uniform local asymptotic normality (ULAN) conditions are obtained for a linear functional autoregressive process of order p, p≥1, using a martingale central limit theorem. As a consequence of the LAN property, asymptotically efficient tests for determining the order are constructed. An example is discussed as a special cases.

Date: 2024
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DOI: 10.1080/03610926.2023.2293641

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