Global semiparametric estimation of long-memory signal plus noise processes (Q4905029)
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scientific article; zbMATH DE number 6136105
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| English | Global semiparametric estimation of long-memory signal plus noise processes |
scientific article; zbMATH DE number 6136105 |
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Global Semiparametric Estimation of Long-memory Signal Plus Noise Processes (English)
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14 February 2013
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fractional exponential model
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LMSV model
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long-memory
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semiparametric estimation
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0.8873322010040283
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0.8804031014442444
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0.8543210029602051
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0.8357732892036438
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