Authors: Dahlhaus, Rainer

Citation: Dahlhaus, Rainer, Efficient parameter estimation for self-similar processes, Annals of statistics , 17(4), 1989, pp. 1749-1766

Authors: Dahlhaus, Rainer Polonik, Wolfgang

Citation: Dahlhaus, Rainer et Polonik, Wolfgang, Nonparametric Quasi-Maximum Likelihood Estimation for Gaussian Locally Stationary Processes, Annals of statistics , 34(6), 2006, pp. 2790-2824