Note on convergence rates of semiparametric estimators of dependence index (Q1372856): Difference between revisions

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-Q188422
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-Turlach, Berwin A.
@@ Property / author: Turlach, Berwin A. / rank @@
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+Peter Gavin Hall
@@ Property / author: Peter Gavin Hall / rank @@
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@@ Property / author @@
+Turlach, Berwin A.
@@ Property / author: Turlach, Berwin A. / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1214/aos/1031594739
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+W1971009954
@@ Property / OpenAlex ID: W1971009954 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric estimation from time series with long-range dependence
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@@ Property / cites work @@
+Efficient parameter estimation for self-similar processes
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@@ Property / cites work @@
+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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@@ Property / cites work @@
+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
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@@ Property / cites work @@
+Semiparametric analysis of long-memory time series
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@@ Property / cites work @@
+Rates of convergence and optimal spectral bandwidth for long range dependence
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@@ Property / cites work @@
+Log-periodogram regression of time series with long range dependence
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@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
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@@ Property / cites work @@
+Weak convergence to fractional brownian motion and to the rosenblatt process
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@@ Property / cites work @@
+ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS
@@ Property / cites work: ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+On estimation of a regression model with long-memory stationary errors
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