Nonexistence of estimates which minimize \(x'V^{-1}x\) in an exponential type of stationary time series

DOI10.1007/BF02480289zbMath0445.62103OpenAlexW2029964920MaRDI QIDQ1145459

Toshinao Nakatsuka

Publication date: 1979

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02480289

zbMATH Keywords

spectral densitystationary time seriesexponential typenonexistence of estimates

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Bayesian Predictions for Exponentially Distributed Failure Times With One Change-Point

Cites Work

• Unnamed Item
• An exponential model for the spectrum of a scalar time series
• Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series

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