Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502)
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: Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process |
scientific article; zbMATH DE number 6341246
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process |
scientific article; zbMATH DE number 6341246 |
Statements
Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (English)
0 references
8 September 2014
0 references
Whittle estimator
0 references
Rosenblatt process
0 references
long-memory process
0 references
non-central limit theorem
0 references
multiple Wiener-Itô integrals
0 references
0 references
0 references
0 references
0 references
