RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE (Q4337825)
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scientific article; zbMATH DE number 1013419
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| English | RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE |
scientific article; zbMATH DE number 1013419 |
Statements
RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE (English)
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18 September 1997
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long-range dependence
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semiparametric models
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optimal rates of convergence
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estimators of the memory parameter
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asymptotic lower bound
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minimax risk
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degree of local smoothness
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spectral density
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log-periodogram regression estimator
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0.8893241286277771
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0.8423922657966614
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0.8394020795822144
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0.8359307646751404
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