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

@@ Property / author @@
-Javier Hidalgo
@@ Property / author: Javier Hidalgo / rank @@
-Normal rank
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+Javier Hidalgo
@@ Property / author: Javier Hidalgo / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1214/aos/1013699989
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+W2568183739
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+Q3746737
@@ Property / cites work: Q3746737 / rank @@
+Normal rank
@@ Property / cites work @@
+An exponential model for the spectrum of a scalar time series
+Normal rank
@@ Property / cites work @@
+Efficient parameter estimation for self-similar processes
+Normal rank
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
+Normal rank
@@ Property / cites work @@
+A generalized fractionally differencing approach in long-memory modeling
+Normal rank
@@ 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 @@
+ON GENERALIZED FRACTIONAL PROCESSES
@@ Property / cites work: ON GENERALIZED FRACTIONAL PROCESSES / rank @@
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@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
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@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+A limit theory for long-range dependence and statistical inference on related models
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@@ Property / cites work @@
+Alternative models for stationary stochastic processes
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@@ Property / cites work @@
+Efficient Tests of Nonstationary Hypotheses
@@ Property / cites work: Efficient Tests of Nonstationary Hypotheses / rank @@
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@@ Property / cites work @@
+Q4084474
@@ Property / cites work: Q4084474 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1848892