Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/46474
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dc.contributor.authorGao, Jitien
dc.contributor.authorAnh, Voen
dc.contributor.authorHeyde, Chrisen
dc.date.issued2002en
dc.identifier.citationStochastic Processes and their Applications, 2002; 99 (2):295-321en
dc.identifier.issn0304-4149en
dc.identifier.urihttp://hdl.handle.net/2440/46474-
dc.descriptionCopyright © 2002 Published by Elsevier Science B.V. All rights reserved.en
dc.description.statementofresponsibilityJiti Gao, Vo Anh, Chris Heydeen
dc.description.urihttp://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#descriptionen
dc.publisherElsevieren
dc.subjectAsymptotic theory; Fractional Riesz–Bessel motion; Nonstationary process; Long-range dependence; Statistical estimationen
dc.titleStatistical estimation of nonstationary Gaussian processes with long-range dependence and intermittencyen
dc.typeJournal articleen
dc.contributor.schoolSchool of Economicsen
dc.identifier.doi10.1016/S0304-4149(02)00092-3en
Appears in Collections:Economics publications

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