scientific article; zbMATH DE number 4176278

zbMATH Open0714.62076MaRDI QIDQ3200421FDOQ3200421

Authors: Markéta Čechová 

Publication date: 1989

Title of this publication is not available (Why is that?)

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zbMATH Keywords

strong consistencysingularityspectral densitylong memory processmodified maximum likelihood estimatorfractionally differenced white noise processlinear Gaussian processnonregular process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

Cited In (2)

• Penalised maximum likelihood estimation for fractional Gaussian processes
• On the asymptotic properties of a feasible estimator of the continuous time long memory parameter

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