Bootstrap maximum likelihood estimation of the parameter in spectral density of stationary processes

DOI10.1007/BF02011888MaRDI QIDQ1286660zbMATHOpenAlexFDO

Authors Dan Yu

Publication date 31 October 1999

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02011888

zbMATH Keywords

bootstrapspectral densitystationary processmaximum likelihood estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric statistical resampling methods (62G09) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 3276233 (Why is no real title available?)
• scientific article; zbMATH DE number 3188884 (Why is no real title available?)
• scientific article; zbMATH DE number 3078108 (Why is no real title available?)
• Asymptotic properties of minimization estimators for time series parameters
• Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
• Weighted least squares estimators on the frequency domain for the parameters of a time series

Cited in

(1)

• A bootstrap-based approach for parameter and polyspectral density estimation of a non-minimum phase ARMA process

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