Peak-insensitive parametric spectrum estimation

DOI10.1016/0304-4149(90)90127-EzbMath0699.62091MaRDI QIDQ913429

Shean-Tsong Chiu

Publication date: 1990

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

outlierstime seriescontinuous spectrumasymptotic distributionsrobust estimationCanadian lynx trappingsexponential sampleorder selection criterionperiodic componentsperiodogram ordinates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION ⋮ CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA

Cites Work

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