Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency

Stochastic Processes and their Applications

Volumn 99, Issue 2, 2002, Pages 295-321

  Gao, Jiti ^a   Anh, Vo ^b   Heyde, Chris ^c,d  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

^b QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

^c Och Spine at New York Presbyterian Hospitals   (United States)

^d AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Asymptotic theory; Fractional Riesz Bessel motion; Long range dependence; Nonstationary process; Statistical estimation

Indexed keywords

EID: 0036233503     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(02)00092-3     Document Type: Article

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