Gaussian estimation of parametric spectral density with unknown pole (Q1848892): Difference between revisions

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@@ Property / DOI: 10.1214/aos/1013699989 / rank @@
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-Javier Hidalgo
@@ Property / author: Javier Hidalgo / rank @@
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+Javier Hidalgo
@@ Property / author: Javier Hidalgo / rank @@
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+An exponential model for the spectrum of a scalar time series
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@@ Property / cites work @@
+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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+A generalized fractionally differencing approach in long-memory modeling
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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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+ON GENERALIZED FRACTIONAL PROCESSES
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+Q5612941
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+Fractional differencing
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+A limit theory for long-range dependence and statistical inference on related models
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+Alternative models for stationary stochastic processes
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+Efficient Tests of Nonstationary Hypotheses
@@ Property / cites work: Efficient Tests of Nonstationary Hypotheses / rank @@
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+Q4084474
@@ Property / cites work: Q4084474 / rank @@
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+.1214/AOS/1013699989
@@ Property / DOI: 10.1214/AOS/1013699989 / rank @@
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