Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations (Q2419663)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations |
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Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations (English)
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14 June 2019
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asymptotic efficiency
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fractional Gaussian noises
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high frequency observations
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local asymptotic normality
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Whittle estimation
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