RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE (Q4337825)
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scientific article; zbMATH DE number 1013419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE |
scientific article; zbMATH DE number 1013419 |
Statements
RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE (English)
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18 September 1997
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long-range dependence
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semiparametric models
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optimal rates of convergence
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estimators of the memory parameter
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asymptotic lower bound
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minimax risk
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degree of local smoothness
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spectral density
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log-periodogram regression estimator
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