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

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+https://doi.org/10.1214/aos/1031594739
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+W1971009954
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+Q4726487
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+Semiparametric estimation from time series with long-range dependence
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+Efficient parameter estimation for self-similar processes
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+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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+Semiparametric analysis of long-memory time series
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+Rates of convergence and optimal spectral bandwidth for long range dependence
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+Log-periodogram regression of time series with long range dependence
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+Gaussian semiparametric estimation of long range dependence
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS
@@ Property / cites work: ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS / rank @@
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+On estimation of a regression model with long-memory stationary errors
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