Minimum contrast estimation of stationary processes based on the squared periodogram (Q1936266)
From MaRDI portal
Item:Q1936266
scientific article; zbMATH DE number 6138163
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum contrast estimation of stationary processes based on the squared periodogram |
scientific article; zbMATH DE number 6138163 |
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
