Abstract
The research in parameter estimation for random process with singular spectrum has become very active these last ten years (see Beran (1994) for a review). In particular, results of Adenstedt (1974), Samarov and Taqqu (1988), Yajima (1988,1991), Künsch, Beran and Hampel (1993), Dahlhaus (1995) indicate that the least square estimates (LSE) for the unknown mean and the regression coefficients of the polynomial regression in long-memory noise may still be very good.
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© 1999 Springer Science+Business Media Dordrecht
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Leonenko, N. (1999). Statistical Problems for Random Fields with Singular Spectrum. In: Limit Theorems for Random Fields with Singular Spectrum. Mathematics and Its Applications, vol 465. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-4607-4_5
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DOI: https://doi.org/10.1007/978-94-011-4607-4_5
Publisher Name: Springer, Dordrecht
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