Parameter estimation and hypothesis testing in stationary vector time series

DOI10.1016/S0167-7152(96)00131-9zbMATH Open0899.62117MaRDI QIDQ1380591FDOQ1380591

Authors: Yoshihide Kakizawa 

Publication date: 8 March 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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zbMATH Keywords

stationary processesspectral density matricesdisparity measure

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

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• Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
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• On the estimation of the parameters of a power spectrum
• On the applications of divergence type measures in testing statistical hypotheses
• Alternative models for stationary stochastic processes

Cited In (5)

• Estimation of total time on test transforms for stationary observations
• Title not available (Why is that?)
• Estimation for non-Gaussian locally stationary processes with empirical likelihood method
• Title not available (Why is that?)
• A posteriori tests to validate dimension estimates from time series

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