M Estimators of Location for Gaussian and Related Processes With Slowly Decaying Serial Correlations
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Publication:3984603
DOI10.2307/2290401zbMath0738.62082OpenAlexW4246009926MaRDI 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 processesM-estimatorsarithmetic meanlong-range dependencefractional Gaussian noiseasymptotically equivalentlocation parametersself- similarone-dimensional transformations of Gaussian processes
Non-Markovian processes: estimation (62M09) Robustness and adaptive procedures (parametric inference) (62F35)
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