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On asymptotic properties of the plug-in cepstrum estimator for Gaussian time series - MaRDI portal

On asymptotic properties of the plug-in cepstrum estimator for Gaussian time series (Q2261912)

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On asymptotic properties of the plug-in cepstrum estimator for Gaussian time series
scientific article

    Statements

    title
    On asymptotic properties of the plug-in cepstrum estimator for Gaussian time series (English)
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    publication date
    13 March 2015
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    zbMATH Keywords
    cepstrum
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    log-periodogram
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    time series
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    asymptotic expansion
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    central mixed moment
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    author
    Yuriy S. Kharin
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    Valeriy A. Voloshko
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M15
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    62-07
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    zbMATH DE Number
    6414586
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    OpenAlex ID
    W2025300135
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