Adelaide Research & Scholarship
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https://hdl.handle.net/2440/46474
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| Type: | Journal article |
| Title: | Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency |
| Author: | Gao, Jiti Anh, Vo Heyde, Chris |
| Citation: | Stochastic Processes and their Applications, 2002; 99 (2):295-321 |
| Publisher: | Elsevier |
| Issue Date: | 2002 |
| ISSN: | 0304-4149 |
| School/Discipline: | School of Economics |
| Statement of Responsibility: | Jiti Gao, Vo Anh, Chris Heyde |
| Keywords: | Asymptotic theory; Fractional Riesz–Bessel motion; Nonstationary process; Long-range dependence; Statistical estimation |
| Description: | Copyright © 2002 Published by Elsevier Science B.V. All rights reserved. |
| DOI: | 10.1016/S0304-4149(02)00092-3 |
| Description (link): | http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description |
| Appears in Collections: | Economics publications |
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