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Property / DOI: 10.1016/j.jmva.2011.09.003 / rank
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Latest revision as of 03:09, 10 December 2024

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An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic
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    An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (English)
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    13 March 2012
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    long-memory Gaussian processes
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    goodness-of-fit test
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    estimation of the memory parameter
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    minimax adaptive estimator
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