Semiparametric estimation of the long-range parameter
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Publication:1880991
DOI10.1007/BF02523390zbMath1047.62083MaRDI QIDQ1880991
Publication date: 27 September 2004
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)
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Cites Work
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