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Estimation of long-range dependence in gappy Gaussian time series
Peter F. Craigmile
, Debashis Mondal
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Article
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peer-review
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Keyphrases
Long-range Dependence
100%
Gaussian Time Series
100%
Dependence Parameter
83%
Wavelet Variance
50%
Monte Carlo Simulation
16%
Statistical Estimation
16%
Estimation Method
16%
Joint Distribution
16%
Sandwich Estimator
16%
South Central
16%
Temperature Data
16%
Asymptotic Theory
16%
Frequent Sampling
16%
Spectral Bases
16%
Wavelet Scale
16%
Arctic Sea Ice
16%
Central Sweden
16%
Short-range Dependence
16%
Daily Mean Temperature
16%
Semiparametric Time Series
16%
Wavelet Estimator
16%
Gappy Data
16%
Undecimated Wavelet
16%
Self-similar Behaviour
16%
Mathematics
Gaussian Distribution
100%
Range Dependence
100%
Time Series
100%
Time Series Analysis
100%
Wavelet
71%
Variance
42%
Estimation Method
14%
Observed Data
14%
Joint Distribution
14%
Asymptotic Theory
14%
Monte Carlo Method
14%
Neuroscience
Behavior (Neuroscience)
100%
Monte Carlo Method
100%