Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram (Q1586577)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram |
scientific article; zbMATH DE number 1529284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram |
scientific article; zbMATH DE number 1529284 |
Statements
Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram (English)
0 references
19 February 2001
0 references
Gaussian processes
0 references
log-periodogram
0 references
long-range dependence
0 references
minimum contrast estimators
0 references
spectral estimates
0 references
