Minimum contrast estimation of stationary processes based on the squared periodogram (Q1936266): Difference between revisions

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Revision as of 23:15, 19 March 2024

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Minimum contrast estimation of stationary processes based on the squared periodogram
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    Minimum contrast estimation of stationary processes based on the squared periodogram (English)
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    21 February 2013
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    minimum contrast estimators
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    frequency domain estimation
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    parameter estimation
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    integrals of the squared periodogram
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    consistency
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    asymptotic normality
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