Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency
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Publication:2759336
DOI10.1111/1467-9892.00239zbMath0979.62071OpenAlexW2099262848MaRDI QIDQ2759336
V. V. Anh, Christopher C. Heyde, Quang Minh Tieng, J. T. Gao
Publication date: 12 December 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00239
long-range dependencespectral densityasymptotic theoryfractional Riesz-Bessel motionsecond-order intermittency
Non-Markovian processes: estimation (62M09) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)
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