Asymptotics for functionals of powers of a periodogram (Q341094): Difference between revisions

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+Minimum contrast estimation of stationary processes based on the squared periodogram
@@ description / en / description / en @@
-scientific article
+scientific article; zbMATH DE number 6138163
@@ Property / author @@
-Ludmila M. Sakhno
@@ Property / author: Ludmila M. Sakhno / rank @@
-Normal rank
@@ Property / author @@
-Ludmila M. Sakhno
@@ Property / author: Ludmila M. Sakhno / rank @@
-Normal rank
@@ Property / title @@
+Minimum contrast estimation of stationary processes based on the squared periodogram (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.62283
@@ Property / zbMATH Open document ID: 1318.62283 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/s10986-012-9183-3
@@ Property / DOI: 10.1007/s10986-012-9183-3 / rank @@
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@@ Property / published in @@
+Lithuanian Mathematical Journal
@@ Property / published in: Lithuanian Mathematical Journal / rank @@
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+February 2013Timestamp +2013-02-21T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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++2013-02-21T00:00:00Z
-Timezone
++00:00
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+Gregorian
-Precision
+day
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@@ Property / publication date: 21 February 2013 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6138163
@@ Property / zbMATH DE Number: 6138163 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+minimum contrast estimators
@@ Property / zbMATH Keywords: minimum contrast estimators / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+frequency domain estimation
@@ Property / zbMATH Keywords: frequency domain estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+parameter estimation
@@ Property / zbMATH Keywords: parameter estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+integrals of the squared periodogram
@@ Property / zbMATH Keywords: integrals of the squared periodogram / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+consistency
@@ Property / zbMATH Keywords: consistency / rank @@
+Normal rank
@@ Property / author @@
+Ludmila M. Sakhno
@@ Property / author: Ludmila M. Sakhno / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / arXiv ID @@
+.05389
@@ Property / arXiv ID: 1503.05389 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2065663972
@@ Property / OpenAlex ID: W2065663972 / rank @@
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@@ Property / cites work @@
+Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence
+Normal rank
@@ Property / cites work @@
+Minimum contrast estimation of random processes based on information of second and third orders
+Normal rank
@@ Property / cites work @@
+Statistical inference using higher-order information
+Normal rank
@@ Property / cites work @@
+On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
+Normal rank
@@ Property / cites work @@
+Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities
+Normal rank
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+Finite bounds for Hölder-Brascamp-Lieb multilinear inequalities
+Normal rank
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+Q5540025
@@ Property / cites work: Q5540025 / rank @@
+Normal rank
@@ Property / cites work @@
+On the integral of the squared periodogram
@@ Property / cites work: On the integral of the squared periodogram / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency
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+Q4841600
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+On a Method of Calculation of Semi-Invariants
@@ Property / cites work: On a Method of Calculation of Semi-Invariants / rank @@
+Normal rank
@@ Property / cites work @@
+Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram
+Normal rank
@@ Property / cites work @@
+On the estimation of the parameters of a power spectrum
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+Q3730889
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+On estimation of the integrals of certain functions of spectral density
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+Q3809091
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+Q5808925
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+Evaluation of bias in higher-order spectral estimation
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+Q4151048
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+Weighted least squares estimators on the frequency domain for the parameters of a time series
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+SPECTRAL ANALYSIS WITH TAPERED DATA
@@ Property / cites work: SPECTRAL ANALYSIS WITH TAPERED DATA / rank @@
+Normal rank
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+On the Whittle estimators for some classes of continuous-parameter random processes and fields
+Normal rank
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+A local spectral approach for assessing time series model misspecification
+Normal rank
@@ Property / cites work @@
+Asymptotics for functionals of powers of a periodogram
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:341094

Latest revision as of 23:36, 12 July 2024

scientific article; zbMATH DE number 6138163

Minimum contrast estimation of stationary processes based on the squared periodogram

Language	Label	Description	Also known as
English	Asymptotics for functionals of powers of a periodogram	scientific article; zbMATH DE number 6138163	Minimum contrast estimation of stationary processes based on the squared periodogram