Global Semiparametric Estimation of Long-memory Signal Plus Noise Processes
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Publication:4905029
DOI10.14490/jjss.41.205zbMath1403.62168OpenAlexW1972892676MaRDI QIDQ4905029
Publication date: 14 February 2013
Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)
Full work available at URL: https://www.jstage.jst.go.jp/A_PRedirectJournalInit?sryCd=jjss&kijiCd=41_205&screenID=AF06S010&noVol=41&noIssue=2
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)