Estimation of product moments of a stationary stochastic process with application to estimation of cumulants and cumulant spectral densities (Q4203668): Difference between revisions
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Revision as of 14:43, 5 March 2024
scientific article; zbMATH DE number 4123111
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of product moments of a stationary stochastic process with application to estimation of cumulants and cumulant spectral densities |
scientific article; zbMATH DE number 4123111 |
Statements
Estimation of product moments of a stationary stochastic process with application to estimation of cumulants and cumulant spectral densities (English)
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1989
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estimation of higher-order cumulant spectral densities
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product moments
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consistent estimates
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asymptotically unbiased
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asymptotic normality
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product-moment estimators
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weak dependence
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