Estimation of spectral densities with multiplicative parameter

DOI10.1023/A:1025895730348MaRDI QIDQ1415512zbMATH OpenOpenAlexFDO

Authors D. Massart

Publication date 4 December 2003

Published in Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1025895730348

zbMATH Keywords

asymptotic normalityconsistencydelta-methodminimum contrast estimators

Mathematics Subject Classification ID

Random fields (60G60) Inference from stochastic processes and spectral analysis (62M15) Random fields; image analysis (62M40)

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(16)

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• On estimating integrated squared spectral density derivatives
• Spectral properties of Burgers and KPZ turbulence
• Minimum contrast method for parameter estimation in the spectral domain
• Data-Driven Efficient Estimation of the Spectral Density
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• Automatic spectral density estimation for random fields on a lattice via bootstrap
• Maximum likelihood estimation of the spectral density parameter
• Estimation of integrated squared spectral density derivatives
• Minimum contrast estimation of random processes based on information of second and third orders

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