RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE (Q4337825): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1467-9892.00038 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1979252774 / rank | |||
Normal rank | |||
Latest revision as of 23:21, 19 March 2024
scientific article; zbMATH DE number 1013419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE |
scientific article; zbMATH DE number 1013419 |
Statements
RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE (English)
0 references
18 September 1997
0 references
long-range dependence
0 references
semiparametric models
0 references
optimal rates of convergence
0 references
estimators of the memory parameter
0 references
asymptotic lower bound
0 references
minimax risk
0 references
degree of local smoothness
0 references
spectral density
0 references
log-periodogram regression estimator
0 references
