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• Marc Hallin

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Article provided by Springer in its journal Statistical Inference for Stochastic Processes.

Volume (Year): 1 (1998)
Issue (Month): 2 (May)
Pages: 111-129
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Handle: RePEc:spr:sistpr:v:1:y:1998:i:2:p:111-129

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Related research

Keywords: AMS 1980 subject classification: 62G10; 62M10.; time series; long memory process; adaptive estimation; local asymptotic normality; locally asymptotically minimax estimator;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

1. Swensen, Anders Rygh, 1985. "The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend," Journal of Multivariate Analysis, Elsevier, vol. 16(1), pages 54-70, February. [Downloadable!] (restricted)
2. Rudolf Beran, 1976. "Adaptive estimates for autoregressive processes," Annals of the Institute of Statistical Mathematics, Springer, vol. 28(1), pages 77-89, December. [Downloadable!] (restricted)
3. Hallin, M. & Puri, L.M., 1992. "Aligned Rank tests for Linear Models with Autocorrelated Error Terms," Papers 9202, Universite Libre de Bruxelles - C.E.M.E..
   Other versions:
   • Hallin, M. & Puri, M. L., 1994. "Aligned Rank Tests for Linear Models with Autocorrelated Error Terms," Journal of Multivariate Analysis, Elsevier, vol. 50(2), pages 175-237, August. [Downloadable!] (restricted)
4. Drost, F.C. & Klaasens, C.A.J. & Werker, B.J.M., 1994. "Adaptive Estimation in Time Series Models," Papers 9488, Tilburg - Center for Economic Research.

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This page was last updated on 2009-12-22.