Estimation of product moments of a stationary stochastic process with application to estimation of cumulants and cumulant spectral densities

DOI10.2307/3315524zbMath0685.62076OpenAlexW2171811201MaRDI QIDQ4203668

Peter T. Kim

Publication date: 1989

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315524

zbMATH Keywords

asymptotic normalityconsistent estimatesproduct momentsweak dependenceasymptotically unbiasedestimation of higher-order cumulant spectral densitiesproduct-moment estimators

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Group action on a lattice and an application to time series analysis

Cites Work

• An introduction to bispectral analysis and bilinear time series models
• Asymptotic properties of spectral estimates of second order
• An Introduction to Polyspectra
• Limiting behavior of functionals of higher-order sample cumulant spectra
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