Adaptive estimation of the lag of a long-memory process (Q1962688)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation of the lag of a long-memory process |
scientific article |
Statements
Adaptive estimation of the lag of a long-memory process (English)
0 references
1998
0 references
time series
0 references
long memory process
0 references
adaptive estimation
0 references
local asymptotic normality
0 references
locally asymptotically minimax estimator
0 references
