scientific article; zbMATH DE number 1258336

MaRDI QIDQ4229162zbMATH OpenFDO

Authors Lieve Delbeke, Walter Van Assche

Publication date 9 March 1999

Full work available at URL http://www.emis.de/proceedings/3ICAOC/

zbMATH Keywords

asymptotic normalityconsistencycentral limit theoremunbiasednessfractional Brownian motionself-similar processes

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

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