DIFFERENTIAL GEOMETRY OFARFIMAPROCESSES
From MaRDI portal
Publication:4540694
DOI10.1081/STA-100105703zbMath0991.62063MaRDI QIDQ4540694
Publication date: 28 July 2002
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
37M10: Time series analysis of dynamical systems
53B99: Local differential geometry
53B21: Methods of local Riemannian geometry
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Efficient parameter estimation for self-similar processes
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
- Defining the curvature of a statistical problem (with applications to second order efficiency)
- On the second order asymptotic efficiency of estimators of Gaussian ARMA processes
- Differential-geometrical methods in statistics
- DIFFERENTIAL GEOMETRY OF ARMA MODELS
- ESTIMATION IN LONG-MEMORY TIME SERIES MODEL