On a class of minimum contrast estimators for fractional stochastic processes and fields

Journal of Statistical Planning and Inference

Volumn 123, Issue 1, 2004, Pages 161-185

  Anh, V V ^a   Leonenko, N N ^b   Sakhno, L M ^c  

^a QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

^b CARDIFF UNIVERSITY   (United Kingdom)

^c TARAS SHEVCHENKO NATIONAL UNIVERSITY OF KYIV   (Ukraine)

Author keywords

Asymptotic normality; Consistency; Fractional random fields; Fractional Riesz Bessel motion; Long range dependence; Minimum contrast estimators

Indexed keywords

EID: 1642383980     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(03)00136-8     Document Type: Article

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