Robust estimation of the scale and of the autocovariance function of Gaussian shortand long-range dependent processes

Boistard, Hélène, Levy-Leduc, Céline, Moulines, Eric, Reisen, Valdério Anselmo and Taqqu, Murad (2011) Robust estimation of the scale and of the autocovariance function of Gaussian shortand long-range dependent processes. Journal of Time Series Analysis, 32. pp. 135-156.

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Official URL: http://tse-fr.eu/pub/25539
Item Type: Article
Language: English
Date: 2011
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 09 Jul 2014 17:23
Last Modified: 07 Mar 2018 13:22
OAI ID: oai:tse-fr.eu:25539
URI: http://publications.ut-capitole.fr/id/eprint/15202

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