Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502): Difference between revisions

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Revision as of 00:12, 9 July 2024

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Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
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    Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (English)
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    8 September 2014
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    Whittle estimator
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    Rosenblatt process
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    long-memory process
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    non-central limit theorem
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    multiple Wiener-Itô integrals
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