Statistical inference of spectral estimation for continuous-time MA processes with finite second moments
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Publication:2439929
DOI10.3103/S1066530713040029zbMath1283.62191OpenAlexW2033699309MaRDI QIDQ2439929
Publication date: 26 March 2014
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1066530713040029
periodogramLévy processspectral densitycontinuous-timeMA processlag-window spectral density estimator
Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)
Related Items (4)
Whittle estimation for continuous-time stationary state space models with finite second moments ⋮ A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies ⋮ Spectral estimates for high‐frequency sampled continuous‐time autoregressive moving average processes ⋮ Empirical spectral processes for stationary state space models
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