Semiparametric estimation of the long-range parameter

DOI10.1007/BF02523390MaRDI QIDQ1880991zbMATH OpenFDO

Authors Yanyan Li, Javier Hidalgo, Yasutoshi Yajima

Publication date 27 September 2004

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02523390

zbMATH Keywords

long-range dependencespectral estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

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Cited in

(6)

• Semiparametric estimation of spatial long-range dependence
• Semiparametric estimation for stationary processes whose spectra have an unknown pole
• Recent advances on the semi-parametric estimation of the long-range dependence coefficient
• RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE
• Semi-parametric estimation of the long-range dependence parameter: A survey
• A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue

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