Semiparametric estimation for stationary processes whose spectra have an unknown pole

Annals of Statistics

Volumn 33, Issue 4, 2005, Pages 1843-1889

  Hidalgo, Javier ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Gaussian processes; Long memory processes; Spectral density estimation

Indexed keywords

EID: 26444501566     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053605000000318     Document Type: Article

References (36)

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