An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492): Difference between revisions
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Revision as of 16:42, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic |
scientific article |
Statements
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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