[1] Beran J. Statistics for Long-Memory Processes. New York: Chapman and Hall, 1994
[2] Biagini F, Hu Y, Øksendal B, Zhang T. Stochastic Calculus for Fractional Brownian Motion and Appli-cations. New York: Springer-Verlag, 2008
[3] Fox R, Taqqu M S. Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series. Ann Statist, 1986, 14(2): 517–532
[4] Golub G H, van Loan C F. Matrix Computations. 3rd ed. Baltimore and London: Hopkins University Press, 1996
[5] Hannan E J. The asymptotic theory of linear time-series models. J Appl Probability. 1973, 10(3): 130–145
[6] Hu Y. A unified approach to several inequalities for Gaussian and diffusion measures//Az´ema J, Emery M, Ledoux M, Yor M, ed. S´eminaire de Probabilit´es XXXIV. Lecture Notes in Math Vol 1729. Berlin: Springer-Verlag, 2000: 329–335
[7] Hu Y, Nualart D. Parameter estimation for fractional Ornstein-Uhlenbeck processes. Statist Probab Lett, 2010, 80(11/12): 1030–1038.
[8] Nourdin I, Peccati G. Stein’s method and exact Berry-Ess´een asymptotics for functionals of Gaussian fields. Ann Probab, 2009, 37(6): 2231–2261
[9] Nualart D. The Malliavin Calculus and Related Topics. 2nd ed. Berlin: Springer-Verlag, 2006
[10] Nualart D, Ortiz S. Central limit theorems for multiple stochastic integrals and Malliavin calculus. Stoc Proc Appl, 2008, 118(4): 614–628
[11] Palma W. Long-Memory Time Series: Theory and Methods. Hoboken, New Jersey: Wiley-Interscience, 2007
[12] Paxson V. Fast, approximate synthesis of fractional Gaussian noise for generating self-similar network traffic. Comput Commun Rev, 1997, 27(5): 5–18
[13] Privault N, R´eveillac A. Stein estimation for the drift of Gaussian processes using the Malliavin calculus. Ann Statist, 2008, 36(5): 2531–2550
[14] Wei L, Zhang W. Empirical Bayes test problems for variance components in randon effects model. Acta Math Sci, 2005, 25B(2): 274–282
[15] Zhang W, Wei L. The superiority of empirical Bayes estimation of parameters in partitioned normal linear model. Acta Math Sci, 2008, 28B(4): 955–962 |