Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency

Mathematics

• Range Dependence 100%
• Long Range 100%
• Spectral Density Function 33%
• Parameters 33%
• Objective Function 16%
• Asymptotic Normality 16%
• Stationary Increment 16%
• Inferential Statistics 16%
• Spectral Density 16%
• Inference 16%

Computer Science

• Statistical Estimation 100%
• Gaussian Process 100%
• Spectral Density Function 33%
• Estimation Procedure 33%
• Objective Function 16%
• Stationary Increment 16%
• Continuous Version 16%
• Asymptotic Normality 16%
• Spectral Density 16%

Economics, Econometrics and Finance

• Gaussian Process 100%
• Estimation Theory 16%
• Consistency 16%