Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency.

DOI10.1016/S0304-4149(02)00092-3zbMath1059.60024OpenAlexW2075184575MaRDI QIDQ1766082

Christopher C. Heyde, J. T. Gao, V. V. Anh

Publication date: 25 February 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(02)00092-3

zbMATH Keywords

long-range dependenceasymptotic theoryWhittle estimatorfractional Riesz-Bessel motion

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)

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