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Search: subject:"fractal index"
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Semiparametric estimation and inference on the
fractal
index
of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
2
Tail estimation of the spectral density for a stationary Gaussian random field
Wu, Wei-Ying
;
Lim, Chae Young
;
Xiao, Yimin
- In:
Journal of Multivariate Analysis
116
(
2013
)
C
,
pp. 74-91
to a
fractal
index
. For data observed on a grid, we propose estimators of c and θ by minimizing an objective function …
Persistent link: https://www.econbiz.de/10011041974
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