Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram (Q1586577): Difference between revisions

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Latest revision as of 02:31, 20 March 2024

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Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram
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    Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram (English)
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    19 February 2001
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    Gaussian processes
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    log-periodogram
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    long-range dependence
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    minimum contrast estimators
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    spectral estimates
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