Broadband log-periodogram regression of time series with long-range dependence
type: Item
instance of: scholarly article
title: Broadband log-periodogram regression of time series with long-range dependence
zbMATH Open document ID: 0962.62085
author: Eric Moulines
author: Philippe Soulier
published in: The Annals of Statistics
publication date: 2001-06-19T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 1462543
zbMATH Keywords: log-periodogram regression
zbMATH Keywords: central limit theorems for dependent variables
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1017938932
OpenAlex ID: W2015947314
Wikidata QID: Q105584830
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DOI: 10.1214/AOS/1017938932
description: scientific article; zbMATH DE number 1462543