RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE
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Publication:4337825
DOI10.1111/1467-9892.00038zbMath0870.62073OpenAlexW1979252774MaRDI QIDQ4337825
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Publication date: 18 September 1997
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00038
semiparametric modelslong-range dependencespectral densityoptimal rates of convergenceminimax riskasymptotic lower bounddegree of local smoothnessestimators of the memory parameterlog-periodogram regression estimator
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