An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492)

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An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic
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    An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (English)
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    13 March 2012
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    long-memory Gaussian processes
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    goodness-of-fit test
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    estimation of the memory parameter
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    minimax adaptive estimator
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