Estimation of spectral densities of stationary processes by the method of local minimum contrast (Q2896609)
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scientific article; zbMATH DE number 6056368
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| English | Estimation of spectral densities of stationary processes by the method of local minimum contrast |
scientific article; zbMATH DE number 6056368 |
Statements
16 July 2012
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frequency domain estimation
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minimum contrast estimators
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consistency
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asymptotic normality
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0.9113561
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0.9108615
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0.9010768
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0.90014786
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0.89277095
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0.89215505
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Estimation of spectral densities of stationary processes by the method of local minimum contrast (English)
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