ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE-Reference-Cited by-同舟云学术

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ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE

Published:1988-03 Issue:2 Volume:9 Page:191-200
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J Time Series Analysis

Author:

Samarov Alexander,Taqqu Murad S.

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.1988.tb00463.x/fullpdf

Reference13 articles.

1. On Large-Sample Estimation for the Mean of a Stationary Random Sequence

2. J. Beran, and H. Kunsch(1985 ) Location estimates for processes with long range dependence. Research Report No. 40, Seminar fur Statistik, Eidenossische Technische Hochschule, Zurich.

3. Large-Sample Properties of Parameter Estimates for Strongly Dependent Stationary Gaussian Time Series

4. AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

5. On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance

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