Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (Q1208963)
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scientific article; zbMATH DE number 167153
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence |
scientific article; zbMATH DE number 167153 |
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Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (English)
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16 May 1993
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central limit theorems
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asymptotic normality
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quasi-likelihood estimator
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Whittle estimation procedure
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0.88932025
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0.88727254
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0.88619745
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