Asymptotic properties of minimization estimators for time series parameters (Q1067334)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of minimization estimators for time series parameters |
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Asymptotic properties of minimization estimators for time series parameters (English)
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1985
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This is a study of asymptotic properties of various estimators for parametric spectral densities. As the main contribution, probability one bounds for a number of known estimators are derived under weaker assumptions than before. As an application, certain estimates of the number of parameters are shown to converge to the ''true'' number, again, under weaker conditions than before.
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minimization estimators
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time series
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integrals of kernel
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functions
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convergence
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spectral estimators
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spectral densities
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probability one bounds
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estimates of the number of parameters
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