ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES
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Publication:5389961
DOI10.1017/S0266466611000399zbMath1298.62044MaRDI QIDQ5389961
Offer Lieberman, Roy Rosemarin, Judith Rousseau
Publication date: 24 April 2012
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466611000399
62F12: Asymptotic properties of parametric estimators
60G15: Gaussian processes
60G10: Stationary stochastic processes
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