Broadband log-periodogram regression of time series with long-range dependence
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Publication:1568278
DOI10.1214/aos/1017938932zbMath0962.62085OpenAlexW2015947314WikidataQ105584830 ScholiaQ105584830MaRDI QIDQ1568278
Philippe Soulier, Eric Moulines
Publication date: 19 June 2001
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1017938932
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)
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