Shrinkage estimation of the memory parameter in stationary Gaussian processes (Q5265852)
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scientific article; zbMATH DE number 6467449
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| English | Shrinkage estimation of the memory parameter in stationary Gaussian processes |
scientific article; zbMATH DE number 6467449 |
Statements
Shrinkage Estimation of the Memory Parameter in Stationary Gaussian Processes (English)
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29 July 2015
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asymptotic distributional risk
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constrained inference
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MLE
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QMLE
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shrinkage estimator
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stationary Gaussian process
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0.7969509959220886
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0.7848153114318848
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0.7783297896385193
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0.7762460708618164
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0.7715550065040588
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