| Popis: |
We consider Local Asymptotic Normality (LAN) and Uniform Local Asymptotic Normality (ULAN) conditions for Linear Functional Autoregressive Processes with multi dimensional parameter. The corrélation operator dépends on an unknown multi-dimensional parameter and we establish the LAN and ULAN conditions. Then we dérivé with asymptotic properties of the conditional maximum likelihood and Bayes estimators giving Hajek minimax bound, consistency, asymptotic normality and efficiency of these estimators yielding their optimality. |
