M Estimators of Location for Gaussian and Related Processes With Slowly Decaying Serial Correlations
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Publication:3984603
DOI10.2307/2290401zbMath0738.62082MaRDI QIDQ3984603
Publication date: 27 June 1992
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2290401
Gaussian processes; M-estimators; arithmetic mean; long-range dependence; fractional Gaussian noise; asymptotically equivalent; location parameters; self- similar; one-dimensional transformations of Gaussian processes
62M09: Non-Markovian processes: estimation
62F35: Robustness and adaptive procedures (parametric inference)
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