Efficient parameter estimation for self-similar processes

Dahlhaus, Rainer

doi:10.1214/009053606000000182

articleThe Annals of StatisticsApr 1, 2006BRONZE OA

Efficient parameter estimation for self-similar processes

RDRainer Dahlhaus

Indexed inarxivcrossref

Abstract

Correction to The Annals of Statistics (1989) 17 1749--1766 [URL: http://links.jstor.org/sici?sici=0090-5364%28198912%2917%3A4%3C1749%3AEPEFSP%3E 2.0.CO%3B2-9]

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Rainer DahlhausCorresponding

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Mathematics
Statistics
Econometrics

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