The local asymptotic normality property is established for periodic
purely long memory model. This result allows for solving in an asymp-
totically optimal way the construction of locally asymptoitcally minimax
and adptative estimation problem.
Published in: 5th Annual International Conference on Industrial Engineering and Operations Management, Dubai, United Arab Emirates
Publisher: IEOM Society International
Date of Conference: March 3-5, 2015
ISBN: 978-0-9855497-2-5
ISSN/E-ISSN: 2169-8767
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