Robustness of whittle-type estimators for time series with long-range dependence
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Publication:4371853
DOI10.1080/15326349708807449zbMath1090.62555WikidataQ126243528 ScholiaQ126243528MaRDI QIDQ4371853
Vadim Teverovsky, Murad S. Taqqu
Publication date: 1997
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349708807449
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F35: Robustness and adaptive procedures (parametric inference)
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