Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes (Q4979097)
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scientific article; zbMATH DE number 6304774
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes |
scientific article; zbMATH DE number 6304774 |
Statements
Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes (English)
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16 June 2014
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autocovariance function
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long-memory
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robustness
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influence function
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scale estimator
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Hadamard differentiability
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functional Delta method
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