Optimal rates for parameter estimation of stationary Gaussian processes (Q2274291)
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scientific article; zbMATH DE number 7107494
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| English | Optimal rates for parameter estimation of stationary Gaussian processes |
scientific article; zbMATH DE number 7107494 |
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Optimal rates for parameter estimation of stationary Gaussian processes (English)
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19 September 2019
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central limit theorem
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Berry-Esséen theorem
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stationary Gaussian processes
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Nourdin-Peccati analysis
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parameter estimation
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fractional Brownian motion
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0.8620917797088623
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0.7577388286590576
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0.7447790503501892
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