Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (Q1208963)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 167153
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence |
scientific article; zbMATH DE number 167153 |
Statements
Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (English)
0 references
16 May 1993
0 references
central limit theorems
0 references
asymptotic normality
0 references
quasi-likelihood estimator
0 references
Whittle estimation procedure
0 references
0 references
0 references
0 references
0 references
0 references
0.88932025
0 references
0.88727254
0 references
0.88619745
0 references
0 references
