scientific article

zbMath0455.62072MaRDI QIDQ3903918

Masanobu Taniguchi

Publication date: 1981

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Laplace transformefficiencyperiodogramspectral density model

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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Asymptotic theory of parameter estimation by a contrast function based on interpolation error ⋮ HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES ⋮ Posterior consistency for the spectral density of non‐Gaussian stationary time series ⋮ Robust parameter estimation for stationary processes by an exotic disparity from prediction problem ⋮ Efficient nonparametric estimation of generalised autocovariances ⋮ Identification of non-minimum phase transfer function using higher-order spectrum

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