HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES
DOI10.1017/S0266466603196053zbMath1441.62883OpenAlexW2129358013MaRDI QIDQ4562546
Masanobu Taniguchi, Kees Jan van Garderen, Madan Lal Puri
Publication date: 21 December 2018
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466603196053
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)
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Cites Work
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