Gaussian estimation of parametric spectral density with unknown pole

DOI10.1214/aos/1013699989zbMath1012.62098OpenAlexW2568183739MaRDI QIDQ1848892

Liudas Giraitis, Peter M. Robinson, Javier Hidalgo

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1013699989

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

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