On local asymptotic normality for birth and death on a flow

On the Preservation of Local Asymptotic Normality Under Information Loss

On asymptotic normality of sequential

For estimating the unknown parameters in an unstable autoregressive AR(p), the paper proposes sequential least squares estimates with a special stopping time defined by the trace of the observed Fisher information matrix. The limiting distribution of the sequential LSE is shown to be normal for the parameter vector lying both inside the stability region and on some part of its boundary in contr...

Asymptotic Normality of Statistics on Permutation Tableaux

Abstract. In this paper we use a probabilistic approach to derive the expressions for the characteristic functions of basic statistics defined on permutation tableaux. Since our expressions are exact, we can identify the distributions of basic statistics (like the number of unrestricted rows, the number of rows, and the number of 1s in the first row) exactly. In all three cases the distribution...

Local Asymptotic Normality Property for Lacunar Wavelet Series Multifractal Model

We consider a lacunar wavelet series function observed with an additive Brownian motion. Such functions are statistically characterized by two parameters. The first parameter governs the lacunarity of the wavelet coefficients while the second one governs its intensity. In this paper, we establish the local and asymptotic normality (LAN) of the model, with respect to this couple of parameters. T...

Local asymptotic normality for finite dimensional quantum systems

We extend our previous results on local asymptotic normality (LAN) for qubits [18, 15] to quantum systems of arbitrary finite dimension d. LAN means that the quantum statistical model consisting of n identically prepared d-dimensional systems with joint state ρ converges as n → ∞ to a statistical model consisting of classical and quantum Gaussian variables with fixed and known covariance matrix...