EFFICIENT PARAMETER-ESTIMATION FOR SELF-SIMILAR PROCESSES

[1] LARGE-SAMPLE ESTIMATION FOR MEAN OF A STATIONARY RANDOM SEQUENCE [J]. ANNALS OF STATISTICS, 1974, 2 (06) : 1095 - 1107

[2] BERAN J, 1985, SEMINAR STATISTIK ET

[3] BERAN J, 1986, THESIS ETH ZURICH

[4] Brillinger DR, 1981, TIME SERIES DATA ANA

[5] Davis R. B., 1973, Advances in Applied Probability, V5, P469, DOI 10.2307/1425830

[6] Dzhaparidze K., 1983, DEV STAT, V4, P1

[7] CENTRAL LIMIT-THEOREMS FOR QUADRATIC-FORMS IN RANDOM-VARIABLES HAVING LONG-RANGE DEPENDENCE [J]. PROBABILITY THEORY AND RELATED FIELDS, 1987, 74 (02) : 213 - 240

[8] LARGE-SAMPLE PROPERTIES OF PARAMETER ESTIMATES FOR STRONGLY DEPENDENT STATIONARY GAUSSIAN TIME-SERIES [J]. ANNALS OF STATISTICS, 1986, 14 (02) : 517 - 532

[9] Granger C. W. J., 1980, Journal of Time Series Analysis, V1, P15, DOI 10.1111/j.1467-9892.1980.tb00297.x

[10] IBRAGIMOV I. A., 1963, THEOR PROBAB APPL+, V8, P366

[1] LARGE-SAMPLE ESTIMATION FOR MEAN OF A STATIONARY RANDOM SEQUENCE [J]. ANNALS OF STATISTICS, 1974, 2 (06) : 1095 - 1107

[2] BERAN J, 1985, SEMINAR STATISTIK ET

[3] BERAN J, 1986, THESIS ETH ZURICH

[4] Brillinger DR, 1981, TIME SERIES DATA ANA

[5] Davis R. B., 1973, Advances in Applied Probability, V5, P469, DOI 10.2307/1425830

[6] Dzhaparidze K., 1983, DEV STAT, V4, P1

[7] CENTRAL LIMIT-THEOREMS FOR QUADRATIC-FORMS IN RANDOM-VARIABLES HAVING LONG-RANGE DEPENDENCE [J]. PROBABILITY THEORY AND RELATED FIELDS, 1987, 74 (02) : 213 - 240

[8] LARGE-SAMPLE PROPERTIES OF PARAMETER ESTIMATES FOR STRONGLY DEPENDENT STATIONARY GAUSSIAN TIME-SERIES [J]. ANNALS OF STATISTICS, 1986, 14 (02) : 517 - 532

[9] Granger C. W. J., 1980, Journal of Time Series Analysis, V1, P15, DOI 10.1111/j.1467-9892.1980.tb00297.x

[10] IBRAGIMOV I. A., 1963, THEOR PROBAB APPL+, V8, P366