Gaussian semiparametric estimation of long range dependence
type: Item
instance of: scholarly article
title: Gaussian semiparametric estimation of long range dependence
zbMATH Open document ID: 0843.62092
author: Peter M. Robinson
published in: The Annals of Statistics
publication date: 1996-08-21T00:00:00Z
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 885113
zbMATH Keywords: long range dependence
zbMATH Keywords: Gaussian estimation
zbMATH Keywords: consistency
zbMATH Keywords: asymptotic normality
zbMATH Keywords: tables
zbMATH Keywords: semiparametric estimates
zbMATH Keywords: spectral density
zbMATH Keywords: covariance stationary process
zbMATH Keywords: frequency domain Gaussian likelihood
zbMATH Keywords: discrete averaging
zbMATH Keywords: Monte Carlo
zbMATH Keywords: finite-sample performance
Wikidata QID: Q29998899
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176324317
OpenAlex ID: W2065541420
DOI: 10.1214/AOS/1176324317
description: scientific article; zbMATH DE number 885113