On estimating the cumulant generating function of linear processes (Q2502138)
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scientific article; zbMATH DE number 5052977
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| English | On estimating the cumulant generating function of linear processes |
scientific article; zbMATH DE number 5052977 |
Statements
On estimating the cumulant generating function of linear processes (English)
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12 September 2006
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Empirical moment generating function
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Long-range dependence
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Short-range dependence
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0.7724599242210388
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0.7573038935661316
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0.7496985197067261
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0.7484211325645447
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