مرکز منطقه ای اطلاع رساني علوم و فناوري - Semi-parametric estimation of long-range dependence index in infinite variance time series

Title of article :

Semi-parametric estimation of long-range dependence index in infinite variance time series

Author/Authors :

Liang Peng، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2001

Pages :

From page :

101

To page :

109

Keywords :

long-range dependence , stable law , Semi-parametric frequency domain estimation

Journal title :

Statistics and Probability Letters

Serial Year :

2001

Journal title :

Statistics and Probability Letters

Record number :

139518

Link To Document :