Asymptotics for estimation and testing procedures under loss of identifiability
Zhu H, Zhang H. Asymptotics for estimation and testing procedures under loss of identifiability. Journal Of Multivariate Analysis 2006, 97: 19-45. DOI: 10.1016/j.jmva.2004.11.005.Peer-Reviewed Original ResearchLoss of identifiabilityTrue parameter valuesParameter pointsParameter valuesDifficult statistical problemStationary ARMA processesStatistical problemsQuadratic approximationParameter estimationTrue modelARMA processesParameter spaceLarge classObjective functionTesting statisticsIdentifiabilityHellinger distanceHypothesis testingUse of modelsSpecific examplesEstimationAsymptoticsApproximationStatistical analysisEstimator