Inference for continuous-time long memory randomly sampled processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00362-023-01515-z.pdf
Reference23 articles.
1. Abadir KM, Distaso W, Giraitis L (2009) Two estimators of the long-run variance: beyond short memory. J Econom 150(1):56–70
2. Axler S, Bourdon P, Ramey W (2000) Harmonic function theory. Graduate texts in mathematics, vol 137. Springer, New York
3. Bardet J-M, Bertrand P (2010) A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times. Scand J Stat 37(3):458–476
4. Beran J, Feng Y, Ghosh S, Kulik R (2013) Long-memory processes. Probabilistic properties and statistical methods. Springer, Heidelberg
5. Brillinger DR (1969) The calculation of cumulants via conditioning. Ann Inst Stat Math 21(1):215–218
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