Gaussian estimation of parametric spectral density with unknown pole

Giraitis, L., Hidalgo, J. and Robinson, P.M. (2001) Gaussian estimation of parametric spectral density with unknown pole. Annals of Statistics, 29 (4). pp. 987-1023. ISSN 0090-5364

Abstract

Metadata

Authors/Creators:
  • Giraitis, L.
  • Hidalgo, J.
  • Robinson, P.M.
Keywords: Long range dependence; unknown pole
Institution: The University of York
Academic Units: The University of York > Mathematics (York)
Depositing User: York RAE Import
Date Deposited: 25 Aug 2009 14:39
Last Modified: 25 Aug 2009 14:39
Published Version: http://dx.doi.org/10.1214/aos/1013699989
Status: Published
Publisher: Institute of Mathematical Statistics
Identification Number: https://doi.org/10.1214/aos/1013699989

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