On a class of minimum contrast estimators for fractional stochastic processes and fields

DOI10.1016/S0378-3758(03)00136-8zbMath1103.62092OpenAlexW1965031011MaRDI QIDQ1883286

Nikolai N. Leonenko, Ludmila M. Sakhno, V. V. Anh

Publication date: 4 October 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(03)00136-8

zbMATH Keywords

fractional random fields

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields; image analysis (62M40) Non-Markovian processes: estimation (62M09)

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Minimum Contrast Parameter Estimation for Fractal Random Fields Based on the Wavelet Periodogram, Statistical inference using higher-order information, Econometric estimation in long-range dependent volatility models: theory and practice, Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations, Wavelet-Based Estimation of Anisotropic Spatiotemporal Long-Range Dependence, Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence, Parameter estimation for reciprocal gamma Ornstein–Uhlenbeck type processes, Minimum contrast estimation of random processes based on information of second and third orders, Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes, On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model, Asymptotic properties of Ibragimov’s estimator for a parameter of the spectral density of the random noise in a nonlinear regression model, Humbert generalized fractional differenced ARMA processes, On a class of minimum contrast estimators for Gegenbauer random fields, Robust estimation for continuous-time linear models with memory, On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models, On the robustness to small trends of parameter estimation for continuous-time stationary models with memory, On the Whittle estimators for some classes of continuous-parameter random processes and fields, Spectral properties of Burgers and KPZ turbulence, Asymptotic Results for the MPL Estimators of the Contact Process of Orderp, Statistical Inference for Student Diffusion Process, On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields, Spatiotemporal filtering from fractal spatial functional data sequence, Statistical inference for reciprocal gamma diffusion process, Spectral analysis of multifractional LRD functional time series, Least-squares estimation of multifractional random fields in a Hilbert-valued context

Uses Software

• longmemo

Cites Work

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