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Semiparametric spectral estimation for fractional processes. (English) Zbl 1109.62353

Doukhan, Paul (ed.) et al., Theory and applications of long-range dependence. Boston, MA: Birkhäuser (ISBN 0-8176-4168-8/hbk). 251-301 (2003).
For the entire collection see [Zbl 1005.00017].

MSC:

62M15 Inference from stochastic processes and spectral analysis
62G05 Nonparametric estimation
60G99 Stochastic processes
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