Bootstrap maximum likelihood estimation of the parameter in spectral density of stationary processes

DOI10.1007/BF02011888zbMath0923.62101OpenAlexW2012890913MaRDI QIDQ1286660

Dan Yu

Publication date: 31 October 1999

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02011888

zbMATH Keywords

bootstrapmaximum likelihood estimatesstationary processspectral density

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09)

Cites Work

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• Asymptotic properties of minimization estimators for time series parameters
• Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
• Weighted least squares estimators on the frequency domain for the parameters of a time series

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