CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT (Q3510243)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 5296523
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT |
scientific article; zbMATH DE number 5296523 |
Statements
CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT (English)
0 references
2 July 2008
0 references
long range dependence
0 references
semi-parametric estimation
0 references
ARMA processes
0 references
0 references
0.9873377
0 references
0.8877224
0 references
0.8665528
0 references
0.8635241
0 references
0.8634541
0 references
0.85967803
0 references
0.85722476
0 references
0.85673887
0 references
