Asymptotic properties of minimization estimators for time series parameters
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.
scientific article; zbMATH DE number 3928149