Robustness of whittle-type estimators for time series with long-range dependence

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

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F35: Robustness and adaptive procedures (parametric inference)

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