Gaussian semiparametric estimation of long range dependence (Q1914263)
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scientific article; zbMATH DE number 885113
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| English | Gaussian semiparametric estimation of long range dependence |
scientific article; zbMATH DE number 885113 |
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Gaussian semiparametric estimation of long range dependence (English)
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21 August 1996
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long range dependence
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Gaussian estimation
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consistency
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asymptotic normality
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tables
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semiparametric estimates
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spectral density
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covariance stationary process
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frequency domain Gaussian likelihood
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discrete averaging
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Monte Carlo
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finite-sample performance
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0.8663566708564758
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0.8445611596107483
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0.8393968939781189
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0.8336173892021179
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