Asymptotics for functionals of powers of a periodogram (Q341094)
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scientific article; zbMATH DE number 6138163
- Minimum contrast estimation of stationary processes based on the squared periodogram
| Language | Label | Description | Also known as |
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| English | Asymptotics for functionals of powers of a periodogram |
scientific article; zbMATH DE number 6138163 |
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Asymptotics for functionals of powers of a periodogram (English)
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Minimum contrast estimation of stationary processes based on the squared periodogram (English)
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16 November 2016
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21 February 2013
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asymptotic normality
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periodogram
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tapered data
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minimum contrast estimators
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frequency domain estimation
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parameter estimation
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integrals of the squared periodogram
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consistency
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