Statistical estimation of multidimensional parameter of spectral density. II

DOI10.1007/BF00972118zbMath0678.62092OpenAlexW2055600672MaRDI QIDQ1124254

R. Yu. Bentkus, R. R. Malyukyavichyus

Publication date: 1988

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00972118

zbMATH Keywords

convergence of momentssampling of spectral means

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Large deviations (60F10)

Related Items (4)

Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence ⋮ On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model ⋮ The asymptotic efficiency, in the sense of Bahadur, of estimators of a multidimensional parameter of the spectral density ⋮ On the Whittle estimators for some classes of continuous-parameter random processes and fields

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