Comparative evaluation of semiparametric long-memory estimators

DOI10.1080/10629360500108848zbMath1101.62021OpenAlexW2028501807MaRDI QIDQ5475370

Livia De Giovanni, Maurizio Naldi

Publication date: 16 June 2006

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10629360500108848

zbMATH Keywords

wavelet transformstatistical inferencetelecommunication networksself similar processeslong-range dependence process simulation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Communication networks in operations research (90B18) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Statistical aspects of information-theoretic topics (62B10)

Uses Software

• longmemo

Cites Work

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