Gaussian Semiparametric Estimation of Long Range Dependence¶

Robinson, P. M. (1995). Gaussian Semiparametric Estimation of Long Range Dependence. The Annals of Statistics, 1630-1661.

Type: Journal article
Intellectual base: Primary research
Year: 1995
DOI: 10.1214/aos/1176324317
Link: https://doi.org/10.1214/aos/1176324317

Cited by¶

1 citation across 1 artifact.

Domain-specific¶

Hurst Exponent
- These relations identify the same parameter for important model families only because their assumptions connect partial-sum scaling, covariance decay, and spectral behavior.

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