Asymptotics for functionals of powers of a periodogram (Q341094)

From MaRDI portal
scientific article; zbMATH DE number 6138163
  • Minimum contrast estimation of stationary processes based on the squared periodogram
Language Label Description Also known as
English
Asymptotics for functionals of powers of a periodogram
scientific article; zbMATH DE number 6138163
  • Minimum contrast estimation of stationary processes based on the squared periodogram

Statements

Asymptotics for functionals of powers of a periodogram (English)
0 references
Minimum contrast estimation of stationary processes based on the squared periodogram (English)
0 references
16 November 2016
0 references
21 February 2013
0 references
asymptotic normality
0 references
periodogram
0 references
tapered data
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
0 references
0 references
0 references
0 references
0 references
0 references
0 references

Identifiers

0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references