Asymptotic near-efficiency of the ``Gibbs-energy and empirical-variance estimating functions for fitting Matérn models. I: Densely sampled processes
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Publication:273730
DOI10.1016/J.SPL.2015.12.021zbMath1419.62216OpenAlexW2196815476MaRDI QIDQ273730
Publication date: 22 April 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.12.021
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09)
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