EFFICIENT PARAMETER-ESTIMATION FOR SELF-SIMILAR PROCESSES

被引：553
作者：
DAHLHAUS, R
机构：
来源：
ANNALS OF STATISTICS | 1989年 / 17卷 / 04期
关键词：
D O I：
10.1214/aos/1176347393
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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页码：1749 / 1766
页数：18
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