Minimum contrast estimation of random processes based on information of second and third orders (Q872088)
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scientific article; zbMATH DE number 5137620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum contrast estimation of random processes based on information of second and third orders |
scientific article; zbMATH DE number 5137620 |
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Minimum contrast estimation of random processes based on information of second and third orders (English)
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27 March 2007
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minimum contrast estimators
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frequency domain estimation
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long-range dependence
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consistency
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asymptotic normality
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cumulant spectra
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simulations
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