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One-step estimation for the fractional Gaussian noise at high-frequency - MaRDI portal

One-step estimation for the fractional Gaussian noise at high-frequency (Q5140345)

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scientific article; zbMATH DE number 7285916
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One-step estimation for the fractional Gaussian noise at high-frequency
scientific article; zbMATH DE number 7285916

    Statements

    title
    One-step estimation for the fractional Gaussian noise at high-frequency (English)
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    author
    Alexandre Brouste
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    M. Soltane
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    Irene Votsi
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    publication date
    15 December 2020
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    zbMATH Keywords
    fractional Gaussian noise
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    infill asymptotics
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    efficient estimation
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    Fisher scoring
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    cites work
    Q4766399
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    Q3920437
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    Q5179663
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    Q3238762
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    Q4301585
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    Asymptotic Statistics
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    Identifiers

    zbMATH DE Number
    7285916
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    OpenAlex ID
    W3088946616
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    DOI
    10.1051/PS/2020022
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