Fourth Edition of the International Conference on Research in Applied Mathematics and Computer Science ICRAMCS 2022
 March 24-25-26, 2022
Online and Face-to-Face Conference

ICRAMCS, 4 (2022) | Proceedings ISSN: 2605-7700

Research Communication | Open Access
Volume 2022 | Communication ID 272
Local asymptotic normality for the FAR (1) with a periodic coefficient
Nesrine Benaklef, Karima Belaide
Academic Editor: Youssef EL FOUTAYENI
Received
Accepted
Published
January 29, 2022
March 03, 2238
April 15, 2238

Abstract: This work is devoted to prove that the fractional autoregressive model of first order verifies the general condition of the local asymptotic normality (LAN). Our model is a generalization case of the models proposed in 1987 by Gonçalves. Firstly, we show the causality and invertibility conditions which prepare the way to prove the theoretical results then we conduct a simulation study to check the validity of the results presented