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Publication:3973441
zbMATH Open0735.62093MaRDI QIDQ3973441
Publication date: 26 June 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic efficiencyspectral distribution functionregularly varyingobserved sojourn timesreal stationary Gaussian process
Gaussian processes (60G15) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Asymptotic properties of parametric tests (62F05)
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Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds ⋮ Estimation of the Dominating Frequency for Stationary and Nonstationary Fractional Autoregressive Models
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