Parameter estimation of stochastic processes with long-range dependence and intermittency

Journal of Time Series Analysis

Volumn 22, Issue 5, 2001, Pages 517-535

  Gao, Jiti ^a   Anh, Vo ^a   Heyde, Chris ^a   Tieng, Quang ^a  

^a QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

Author keywords

Asymptotic theory; Intermittency; Long range dependence; Parameter estimation; Stochastic process

Indexed keywords

EID: 0008878384     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00239     Document Type: Article

References (27)

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