An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic
Year of publication: |
2012
|
---|---|
Authors: | Bardet, Jean-Marc ; Dola, Béchir |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 105.2012, 1, p. 222-240
|
Publisher: |
Elsevier |
Subject: | Long-memory Gaussian processes | Goodness-of-fit test | Estimation of the memory parameter | Minimax adaptive estimator |
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