CONSISTENT ESTIMATION OF THE FOURTH-ORDER CUMULANT SPECTRAL DENSITY (Q3197169)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONSISTENT ESTIMATION OF THE FOURTH-ORDER CUMULANT SPECTRAL DENSITY |
scientific article |
Statements
CONSISTENT ESTIMATION OF THE FOURTH-ORDER CUMULANT SPECTRAL DENSITY (English)
0 references
1991
0 references
estimation of the fourth-order cumulant spectral density
0 references
lower-order product moments
0 references
mean-zero stationary process
0 references
Asymptotic unbiasedness
0 references
consistency
0 references
stationarity
0 references
absolute summability of cumulants
0 references
asymptotic variance
0 references
