Asymptotic properties of minimization estimators for time series parameters
type: Item
instance of: scholarly article
title: Asymptotic properties of minimization estimators for time series parameters
zbMATH Open document ID: 0579.62080
author: Daniel MacRae Keenan
published in: The Annals of Statistics
publication date: 1985-01-01T00:00:00Z
review text: This is a study of asymptotic properties of various estimators for parametric spectral densities. As the main contribution, probability one bounds for a number of known estimators are derived under weaker assumptions than before. As an application, certain estimates of the number of parameters are shown to converge to the ''true'' number, again, under weaker conditions than before.
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 3928149
zbMATH Keywords: minimization estimators
zbMATH Keywords: time series
zbMATH Keywords: integrals of kernel
zbMATH Keywords: functions
zbMATH Keywords: convergence
zbMATH Keywords: spectral estimators
zbMATH Keywords: spectral densities
zbMATH Keywords: probability one bounds
zbMATH Keywords: estimates of the number of parameters
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176346598
OpenAlex ID: W2031535457
DOI: 10.1214/AOS/1176346598
description: scientific article; zbMATH DE number 3928149