On parameter estimation for locally stationary long-memory processes
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Publication:1007468
DOI10.1016/j.jspi.2008.05.047zbMath1156.62055OpenAlexW2127150275MaRDI QIDQ1007468
Publication date: 20 March 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.05.047
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Point estimation (62F10)
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