Asymptotics for functionals of powers of a periodogram
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Publication:341094
DOI10.15559/15-VMSTA15zbMath1349.60029arXiv1503.05389OpenAlexW2065663972MaRDI QIDQ341094
Publication date: 16 November 2016
Published in: Lithuanian Mathematical Journal, Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.05389
parameter estimationconsistencyasymptotic normalityperiodogramtapered dataminimum contrast estimatorsfrequency domain estimationintegrals of the squared periodogram
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)
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Cites Work
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