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Volumn 18, Issue 1, 1997, Pages 49-60

Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence

Author keywords

Long range dependence; Lower bounds; Optimal rates of convergence; Semiparametric models

Indexed keywords


EID: 0002882790     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00038     Document Type: Article
Times cited : (58)

References (11)
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    • Fox, R.1    Taqqu, M.2
  • 5
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    • (1983) J. Time Ser. Anal. , vol.4 , pp. 221-238
    • Geweke, J.1    Porter-Hudak, S.2
  • 6
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  • 7
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  • 8
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    • _ (1987) Statistical properties of self-similar processes. In Proceedings of the 1st World Congress of the Bernoulli Society. VNU Science Press, Vol. 4, pp. 67-74.
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  • 9
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    • Log-periodogram regression of time series with long range dependence
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    • (1995) Ann. Stat. , vol.23 , pp. 1048-1072
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  • 10
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    • Samarov, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.