Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes (Q4979097)
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scientific article; zbMATH DE number 6304774
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| English | Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes |
scientific article; zbMATH DE number 6304774 |
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Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes (English)
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16 June 2014
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autocovariance function
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long-memory
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robustness
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influence function
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scale estimator
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Hadamard differentiability
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functional Delta method
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0.8279611468315125
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0.8241909742355347
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0.8124661445617676
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0.8109098672866821
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