Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context (Q1940755)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context |
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Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context (English)
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7 March 2013
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long-range dependence
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memory parameter estimator
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robustness
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scale estimator
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semiparametric estimation
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wavelet analysis
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