Robust estimation of the scale and of the autocovariance function of Gaussian short‐ and long‐range dependent processes
| Year of publication: |
2011
|
|---|---|
| Authors: | Céline Lévy‐Leduc ; Boistard, Hélène ; Moulines, Eric ; Taqqu, Murad S. ; Reisen, Valderio A. |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 32.2011, 2, p. 135-156
|
| Publisher: |
Wiley Blackwell |