scientific article

zbMath1191.62153MaRDI QIDQ3643285

Juhyun Park, Cheol-Woo Park

Publication date: 11 November 2009

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J19N4/j19n410/j19n410.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

robustnesslong-range dependenceHurst parameterwavelet spectrumnon-stationarities

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Inference from stochastic processes and spectral analysis (62M15)

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Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context

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