Efficient parameter estimation for self-similar processes
Dahlhaus, Rainer
Ann. Statist., Tome 34 (2006) no. 1, p. 1045-1047 / Harvested from Project Euclid
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Publié le : 2006-04-14
Classification:  
@article{1151418251,
     author = {Dahlhaus, Rainer},
     title = {Efficient parameter estimation for self-similar processes},
     journal = {Ann. Statist.},
     volume = {34},
     number = {1},
     year = {2006},
     pages = { 1045-1047},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1151418251}
}

Dahlhaus, Rainer. Efficient parameter estimation for self-similar processes. Ann. Statist., Tome 34 (2006) no. 1, pp.  1045-1047. http://gdmltest.u-ga.fr/item/1151418251/