Due to the asymptotic normality
, the method can also provide an approximate confidence interval for the intensity, once computed the variance of the estimator.
Consistency and uniformly asymptotic normality
of wavelet estimator in regression model with assoeiated samples, Statist.
This is the urn used by (12) to show the asymptotic normality
1996) Consistency and Asymptotic Normality
of the Quasi-maximum Likelihood Estimator in IGARCH (1,1).
The consistency and asymptotic normality
of the QMLE has been established only for specific special cases of the ARFIMA and/or FIGARCH model.
On the Asymptotic Normality
for [phi]-mixing Dependent Errors of Wavelet Regression Function Estimator, Acta Mathematicae Applicatae Sinica, 31(2008), No.
Keywords: asymptotic normality
, Brillinger-mixing point processes, shot-noise processes, a-stable distribution functions.
Robinson (1995a) provides formal proofs of consistency and asymptotic normality
for the Gauss case with -0.