LARGE-SAMPLE PROPERTIES OF PARAMETER ESTIMATES FOR STRONGLY DEPENDENT STATIONARY GAUSSIAN TIME-SERIES

被引:530
作者
FOX, R [1 ]
TAQQU, MS [1 ]
机构
[1] CORNELL UNIV,SCH OPERAT RES,ITHACA,NY 14853
关键词
D O I
10.1214/aos/1176349936
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
引用
收藏
页码:517 / 532
页数:16
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