On estimation of the integrals of the fourth order cumulant spectral density

DOI10.1093/biomet/69.1.117zbMath0483.62072OpenAlexW2066450524MaRDI QIDQ3942258

Masanobu Taniguchi

Publication date: 1982

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/69.1.117

zbMATH Keywords

consistent estimateperiodogramstationary processquasimaximum likelihood estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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