One-step estimation for the fractional Gaussian noise at high-frequency (Q5140345)
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scientific article; zbMATH DE number 7285916
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| English | One-step estimation for the fractional Gaussian noise at high-frequency |
scientific article; zbMATH DE number 7285916 |
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One-step estimation for the fractional Gaussian noise at high-frequency (English)
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15 December 2020
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fractional Gaussian noise
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infill asymptotics
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efficient estimation
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Fisher scoring
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0.8103405237197876
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0.7710860371589661
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0.7706544399261475
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0.74033522605896
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0.7308984398841858
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