Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram

Bernoulli

Volumn 6, Issue 4, 2000, Pages 709-728

  Ludeña, Garenne ^a  

^a INSTITUTO VENEZOLANO DE INVESTIGACIONES CIENTÍFICAS   (Venezuela)

Author keywords

Gaussian processes; Log periodogram; Long range dependence; Minimum contrast estimators; Spectral estimates

Indexed keywords

EID: 0042511045     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318516     Document Type: Article

References (12)

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