Efficiency in estimation of memory

DOI10.1016/j.jspi.2010.04.046zbMath1233.62057OpenAlexW3122523283MaRDI QIDQ993829

Willa W. Chen

Publication date: 20 September 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.04.046

zbMATH Keywords

periodogramtaperingGaussian semiparametric estimation

Mathematics Subject Classification ID

Related Items (1)

Efficient tapered local Whittle estimation of multivariate fractional processes

Cites Work

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