Semiparametric estimation for stationary processes whose spectra have an unknown pole

DOI10.1214/009053605000000318zbMath1078.62098arXivmath/0508317OpenAlexW3104165049MaRDI QIDQ2583421

Javier Hidalgo

Publication date: 16 January 2006

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508317

zbMATH Keywords

Gaussian processesspectral density estimationlong-memory processes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

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