Adaptive estimation of the lag of a long-memory process
type: Item
instance of: scholarly article
title: Adaptive estimation of the lag of a long-memory process
zbMATH Open document ID: 1061.62555
DOI: 10.1023/A:1009905527102
author: Marc Hallin
author: Abdeslam Serroukh
published in: Statistical Inference for Stochastic Processes
publication date: 1998-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 1396069
zbMATH Keywords: time series
zbMATH Keywords: long memory process
zbMATH Keywords: adaptive estimation
zbMATH Keywords: local asymptotic normality
zbMATH Keywords: locally asymptotically minimax estimator
MaRDI profile type: Publication
full work available at URL: a:1009905527102
OpenAlex ID: W1538272454
description: scientific article; zbMATH DE number 1396069