Estimation of long-range dependence in gappy Gaussian time series
type: Item
instance of: scholarly article
title: Estimation of long-range dependence in gappy Gaussian time series
zbMATH Open document ID: 1436.62417
author: Peter F. Craigmile
author: D. Mondal
published in: Statistics and Computing
publication date: 2020-02-26T00:00:00Z
full work available at URL: PMC7394483
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 42C40
Mathematics Subject Classification ID: 62D10
Mathematics Subject Classification ID: 62P12
zbMATH DE Number: 7174238
zbMATH Keywords: between-wavelet-scale correlation
zbMATH Keywords: Hurst index
zbMATH Keywords: missing data
zbMATH Keywords: power law
zbMATH Keywords: sandwich estimator
zbMATH Keywords: self-similar noise
describes a project that uses: wmtsa
describes a project that uses: R
describes a project that uses: sapa
MaRDI profile type: Publication
OpenAlex ID: W2936411794
Wikidata QID: Q98189709
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Estimation of long-range dependence in gappy Gaussian time series (cites work)
cites work: Q3723544

Estimation of long-range dependence in gappy Gaussian time series (DOI)
DOI: 10.1007/S11222-019-09874-0

Estimation of long-range dependence in gappy Gaussian time series (DBLP publication ID)
DBLP publication ID: journals/sac/CraigmileM20