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
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
Journal title :
Journal of Time Series Analysis
