CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT (Q3510243)
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scientific article; zbMATH DE number 5296523
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| 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)
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2 July 2008
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long range dependence
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semi-parametric estimation
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ARMA processes
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0.9873377
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0.8877224
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0.8665528
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0.8635241
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0.8634541
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0.85967803
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0.85722476
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0.85673887
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