Minimum contrast estimation of random processes based on information of second and third orders (Q872088)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Minimum contrast estimation of random processes based on information of second and third orders |
scientific article |
Statements
Minimum contrast estimation of random processes based on information of second and third orders (English)
0 references
27 March 2007
0 references
minimum contrast estimators
0 references
frequency domain estimation
0 references
long-range dependence
0 references
consistency
0 references
asymptotic normality
0 references
cumulant spectra
0 references
simulations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references