Adaptive estimation of the lag of a long-memory process (Q1962688)
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scientific article; zbMATH DE number 1396069
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation of the lag of a long-memory process |
scientific article; zbMATH DE number 1396069 |
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Adaptive estimation of the lag of a long-memory process (English)
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1998
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time series
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long memory process
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adaptive estimation
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local asymptotic normality
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locally asymptotically minimax estimator
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