One-step estimation for the fractional Gaussian noise at high-frequency (Q5140345)
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scientific article; zbMATH DE number 7285916
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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