Title of article
A Time-Domain Semi-parametric Estimate for Strongly Dependent Continuous-Time Stationary Processes
Author/Authors
T.، Kato نويسنده , , E.، Masry نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2003
Pages
-678
From page
679
To page
0
Abstract
A covariance-based estimator of the memory parameter of strongly dependent continuous-time stationary processes is proposed. The consistency and asymptotic normality of the estimator are established. All assumptions, the form of the estimator, and the proofs are made in time-domain only.
Keywords
Government and monetary system , Monetary standards and regimes
Journal title
Journal of Time Series Analysis
Serial Year
2003
Journal title
Journal of Time Series Analysis
Record number
73378
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