Nonparametric estimation under long memory dependence (Q4470130)
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scientific article; zbMATH DE number 2076706
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| English | Nonparametric estimation under long memory dependence |
scientific article; zbMATH DE number 2076706 |
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Nonparametric estimation under long memory dependence (English)
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22 June 2004
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Long memory
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Kernel estimation
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Distribution function
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Density function
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Hazard rate
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Fractional Brownian
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FARIMA processes
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0.8663389086723328
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0.8548544645309448
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0.8535900712013245
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0.8433200716972351
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