Minimum contrast estimation of stationary processes based on the squared periodogram (Q1936266): Difference between revisions
From MaRDI portal
Item:Q1936266
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2065663972 / rank | |||
Normal rank |
Revision as of 23:15, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Minimum contrast estimation of stationary processes based on the squared periodogram |
scientific article |
Statements
Minimum contrast estimation of stationary processes based on the squared periodogram (English)
0 references
21 February 2013
0 references
minimum contrast estimators
0 references
frequency domain estimation
0 references
parameter estimation
0 references
integrals of the squared periodogram
0 references
consistency
0 references
asymptotic normality
0 references