Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence (Q4822450): Difference between revisions

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scientific article; zbMATH DE number 2109910

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English	Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence	scientific article; zbMATH DE number 2109910

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instance of

scholarly article

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title

Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence (English)

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Journal of Applied Probability

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publication date

25 October 2004

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zbMATH Keywords

quasi-likelihood estimation

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minimum contrast estimator

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higher-order spectral densities

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long-range dependence

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1239/jap/1082552189

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cites work

Dynamic models of long-memory processes driven by Lévy noise

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Minimum contrast estimation of random processes based on information of second and third orders

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Statistical inference using higher-order information

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On a class of minimum contrast estimators for fractional stochastic processes and fields

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Statistical estimation of the multivariate parameter of spectral density. I

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Statistical estimation of multidimensional parameter of spectral density. II

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Q4769851

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An Introduction to Polyspectra

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Q5540025

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Q5540026

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SPECTRAL ANALYSIS WITH TAPERED DATA

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Edge effects and efficient parameter estimation for stationary random fields

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Vector linear time series models

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Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series

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Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency.

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Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency

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A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate

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Whittle estimator for finite-variance non-Gaussian time series with long memory

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Parameter estimation for a stationary process on a <i>d</i>-dimensional lattice

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Q4841600

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Q5612941

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The asymptotic theory of linear time-series models

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Quasi-likelihood and its application. A general approach to optimal parameter estimation

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A risky asset model with strong dependence through fractal activity time

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Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence

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On Estimation of the Spectral Function of a Stationary Gaussian Process

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Wireless Sensor Networks

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Identifiers

zbMATH Open document ID

1049.62107

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DOI

10.1239/jap/1082552189

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4822450

@@ Property / cites work @@
+Dynamic models of long-memory processes driven by Lévy noise
+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 class of minimum contrast estimators for fractional stochastic processes and fields
+Normal rank
@@ Property / cites work @@
+Statistical estimation of the multivariate parameter of spectral density. I
+Normal rank
@@ Property / cites work @@
+Statistical estimation of multidimensional parameter of spectral density. II
+Normal rank
@@ Property / cites work @@
+Q4769851
@@ Property / cites work: Q4769851 / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Polyspectra
@@ Property / cites work: An Introduction to Polyspectra / rank @@
+Normal rank
@@ Property / cites work @@
+Q5540025
@@ Property / cites work: Q5540025 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5540026
@@ Property / cites work: Q5540026 / rank @@
+Normal rank
@@ Property / cites work @@
+SPECTRAL ANALYSIS WITH TAPERED DATA
@@ Property / cites work: SPECTRAL ANALYSIS WITH TAPERED DATA / rank @@
+Normal rank
@@ Property / cites work @@
+Edge effects and efficient parameter estimation for stationary random fields
+Normal rank
@@ Property / cites work @@
+Vector linear time series models
@@ Property / cites work: Vector linear time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
+Normal rank
@@ Property / cites work @@
+Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency.
+Normal rank
@@ Property / cites work @@
+Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency
+Normal rank
@@ Property / cites work @@
+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
+Normal rank
@@ Property / cites work @@
+Whittle estimator for finite-variance non-Gaussian time series with long memory
+Normal rank
@@ Property / cites work @@
+Parameter estimation for a stationary process on a <i>d</i>-dimensional lattice
+Normal rank
@@ Property / cites work @@
+Q4841600
@@ Property / cites work: Q4841600 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotic theory of linear time-series models
+Normal rank
@@ Property / cites work @@
+Quasi-likelihood and its application. A general approach to optimal parameter estimation
+Normal rank
@@ Property / cites work @@
+A risky asset model with strong dependence through fractal activity time
+Normal rank
@@ Property / cites work @@
+Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence
+Normal rank
@@ Property / cites work @@
+On Estimation of the Spectral Function of a Stationary Gaussian Process
+Normal rank
@@ Property / cites work @@
+Q5560751
@@ Property / cites work: Q5560751 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4692964
@@ Property / cites work: Q4692964 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2709296
@@ Property / cites work: Q2709296 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3730889
@@ Property / cites work: Q3730889 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4340096
@@ Property / cites work: Q4340096 / rank @@
+Normal rank
@@ Property / cites work @@
+Wireless Sensor Networks
@@ Property / cites work: Wireless Sensor Networks / rank @@
+Normal rank