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~isPartOf:"Statistical Inference for Stochastic Processes"
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62M10.
1
AMS 1980 subject classification: 62G10
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adaptive estimation
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local asymptotic normality
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locally asymptotically minimax estimator
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long memory process
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time series
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Hallin, Marc
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Serroukh, Abdeslam
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Statistical Inference for Stochastic Processes
ULB Institutional Repository
157
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Adaptive Estimation of the Lag of a Long–memory Process
Hallin, Marc
;
Serroukh, Abdeslam
- In:
Statistical Inference for Stochastic Processes
1
(
1998
)
2
,
pp. 111-129
Persistent link: https://www.econbiz.de/10005616001
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