Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process |
scientific article |
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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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