Shrinkage Estimation of the Memory Parameter in Stationary Gaussian Processes (Q5265852)
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scientific article; zbMATH DE number 6467449
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage Estimation of the Memory Parameter in Stationary Gaussian Processes |
scientific article; zbMATH DE number 6467449 |
Statements
Shrinkage Estimation of the Memory Parameter in Stationary Gaussian Processes (English)
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29 July 2015
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asymptotic distributional risk
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constrained inference
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MLE
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QMLE
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shrinkage estimator
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stationary Gaussian process
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