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- W2964299212 abstract "We study asymptotic expansion of the likelihood of a certain class of Gaussian processes characterized by their spectral density $f_theta$. We consider the case where $f_thetaPAR{x} sim_{xto 0} ABS{x}^{-al(theta)}L_theta(x)$ with $L_theta$ a slowly varying function and $alPAR{theta}in (-infty,1)$. We prove LAN property for these models which include in particular fractional Brownian motion %$B^alpha_t,: alpha geq 1/2$ or ARFIMA processes." @default.
- W2964299212 created "2019-07-30" @default.
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- W2964299212 date "2013-01-01" @default.
- W2964299212 modified "2023-10-13" @default.
- W2964299212 title "LAN property for some fractional type Brownian motion" @default.
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- W2964299212 doi "https://doi.org/10.48550/arxiv.1111.1077" @default.
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