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zbMath0542.62077MaRDI QIDQ3330346
Publication date: 1980
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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Statistical estimation of the multivariate parameter of spectral density. I ⋮ On the asymptotic properties of a flexible hazard estimator ⋮ Central limit theorem for polynomial forms. I ⋮ Higher-order approximations for frequency domain time series regression ⋮ Asymptotic distribution of spectral estimates of Ito-Wiener integrals ⋮ Optimal statistical estimators of spectral density in \(L^ 2\) ⋮ Higher order approximations for Wald statistics in time series regressions with integrated processes.
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