Minimum contrast estimation of random processes based on information of second and third orders (Q872088)
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 5137620
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Minimum contrast estimation of random processes based on information of second and third orders |
scientific article; zbMATH DE number 5137620 |
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
0.8408054113388062
0 references
0.8158552646636963
0 references
0.815101683139801
0 references
