Adaptive Estimation of the Lag of a Long–memory Process
| Year of publication: |
1998
|
|---|---|
| Authors: | Hallin, Marc ; Serroukh, Abdeslam |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 1.1998, 2, p. 111-129
|
| Publisher: |
Springer |
| Subject: | AMS 1980 subject classification: 62G10 | 62M10. | time series | long memory process | adaptive estimation | local asymptotic normality | locally asymptotically minimax estimator |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616001