Minimum contrast method for parameter estimation in the spectral domain

DOI10.1007/978-3-319-03512-3_18MaRDI QIDQ2946100zbMATH OpenOpenAlexFDO

Authors L. Sakhno

Publication date 16 September 2015

Published in Modern Stochastics and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-03512-3_18

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15) Random fields; image analysis (62M40)

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Cites work

• Evaluation of bias in higher-order spectral estimation
• scientific article; zbMATH DE number 4078584 (Why is no real title available?)
• scientific article; zbMATH DE number 783366 (Why is no real title available?)
• scientific article; zbMATH DE number 3253529 (Why is no real title available?)
• scientific article; zbMATH DE number 3356055 (Why is no real title available?)
• scientific article; zbMATH DE number 3400343 (Why is no real title available?)
• Minimum contrast estimation of random processes based on information of second and third orders
• On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
• Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence
• SPECTRAL ANALYSIS WITH TAPERED DATA
• Statistical inference using higher-order information

Cited in

(10)

• Estimation of spectral densities with multiplicative parameter
• Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data
• Statistical inference using higher-order information
• Asymptotic properties of parameter estimates for random fields with tapered data
• On the Whittle estimators for some classes of continuous-parameter random processes and fields
• Minimum contrast parameter estimation for fractal random fields based on the wavelet periodogram
• A central limit result in the wavelet domain for minimum contrast estimation of fractal random fields
• scientific article; zbMATH DE number 218659 (Why is no real title available?)
• Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence
• Minimum contrast estimation of random processes based on information of second and third orders

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