Minimum contrast estimation of random processes based on information of second and third orders
type: Item
instance of: scholarly article
title: Minimum contrast estimation of random processes based on information of second and third orders
zbMATH Open document ID: 1107.62082
author: Vo V. Anh
author: Nikolai N. Leonenko
author: L. Sakhno
published in: Journal of Statistical Planning and Inference
publication date: 2007-03-27T00:00:00Z
full work available at URL: Minimum contrast estimation of random processes based on information of second and third.pdf
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 5137620
zbMATH Keywords: minimum contrast estimators
zbMATH Keywords: frequency domain estimation
zbMATH Keywords: long-range dependence
zbMATH Keywords: consistency
zbMATH Keywords: asymptotic normality
zbMATH Keywords: cumulant spectra
zbMATH Keywords: simulations
MaRDI profile type: Publication
OpenAlex ID: W2006098103
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DOI: 10.1016/J.JSPI.2006.03.001
description: scientific article; zbMATH DE number 5137620