Preliminary test estimation for spectra
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Publication:643220
DOI10.1016/j.spl.2011.06.006zbMath1227.62078OpenAlexW2077461133MaRDI QIDQ643220
Kenichiro Tamaki, Yusuke Maeyama, Masanobu Taniguchi
Publication date: 28 October 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.06.006
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)
Related Items (2)
Preliminary Multiple-Test Estimation, With Applications to k-Sample Covariance Estimation ⋮ Shrinkage estimation strategy in quasi-likelihood models
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