Statistical inference for stationary linear models with tapered data

DOI10.1214/21-SS134zbMath1493.62101OpenAlexW3161473090MaRDI QIDQ2154983

Mamikon S. Ginovyan, Artur A. Sahakyan

Publication date: 15 July 2022

Published in: Statistics Surveys (Search for Journal in Brave)

Full work available at URL: https://www.projecteuclid.org/journals/statistics-surveys/volume-15/issue-none/Statistical-inference-for-stationary-linear-models-with-tapered-data/10.1214/21-SS134.full

zbMATH Keywords

spectral density stationary processes goodness-of-fit test tapered data parametric and nonparametric estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Nonparametric estimation (62G05) Point estimation (62F10) Stationary stochastic processes (60G10)

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