Shrinkage Estimation of the Memory Parameter in Stationary Gaussian Processes (Q5265852)
From MaRDI portal
scientific article; zbMATH DE number 6467449
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
29 July 2015
0 references
asymptotic distributional risk
0 references
constrained inference
0 references
MLE
0 references
QMLE
0 references
shrinkage estimator
0 references
stationary Gaussian process
0 references
0 references
0 references
