Minimum contrast estimation of stationary processes based on the squared periodogram (Q1936266)
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Item:Q1936266
scientific article
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English | 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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