Semi-parametric smoothing estimators for long-memory processes with added noise
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Publication:1611815
DOI10.1016/S0378-3758(01)00275-0zbMath1009.62075WikidataQ57710968 ScholiaQ57710968MaRDI QIDQ1611815
Publication date: 28 August 2002
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
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