On a class of minimum contrast estimators for fractional stochastic processes and fields
From MaRDI portal
Publication:1883286
DOI10.1016/S0378-3758(03)00136-8zbMATH Open1103.62092OpenAlexW1965031011MaRDI QIDQ1883286FDOQ1883286
Authors: Vo V. Anh, Nikolai N. Leonenko, L. Sakhno 
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
Recommendations
- On a class of minimum contrast estimators for Gegenbauer random fields
- 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 estimators for some classes of continuous-parameter random processes and fields
- Minimum Contrast Estimation for Fractional Diffusions
Asymptotic properties of parametric estimators (62F12) Random fields; image analysis (62M40) Non-Markovian processes: estimation (62M09)
Cites Work
- Title not available (Why is that?)
- Stochastic Limit Theory
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Fractional Brownian Motions, Fractional Noises and Applications
- Title not available (Why is that?)
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Possible long-range dependence in fractional random fields.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Spectral analysis of fractional kinetic equations with random data.
- Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence
- Title not available (Why is that?)
- Fixed-Domain Asymptotics for Spatial Periodograms
- Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency.
- Parameter estimation of stochastic process with long-range dependence and intermittency
- Bilinear stochastic models and related problems of nonlinear time series analysis. A frequency domain approach
- Minimal contrast estimators of a parameter of the spectral density of continuous time random fields
- Non-Gaussian scenarios for the heat equation with singular initial conditions
- On asymptotic quasi-likelihood estimation
- Intrinsic Random Functions and the Paradox of $1/{\text{f}}$ Noise
- Parameter identification for singular random fields arising in Burgers' turbulence
- Parameter identification for stochastic Burgers' flows via parabolic rescaling.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Semimartingale representation of fractional Riesz-Bessel motion
- Higher-order spectral densities of fractional random fields
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A Tauberian Theorem for Integral Transforms of Hankel Type
- Stochastic models for fractal processes
- Special issue on Long-range dependence. Queensland Univ. of Technology, Brisbane, Australia, January 28--30, 1997
- Convergence of normalized quadratic forms
Cited In (28)
- On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models
- Statistical Inference for Student Diffusion Process
- Least-squares estimation of multifractional random fields in a Hilbert-valued context
- A central limit result in the wavelet domain for minimum contrast estimation of fractal random fields
- Spectral analysis of multifractional LRD functional time series
- Statistical inference using higher-order information
- A minimal contrast estimator for the linear fractional stable motion
- Minimum Contrast Estimation for Fractional Diffusions
- 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
- Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes
- Wavelet-based estimation of anisotropic spatiotemporal long-range dependence
- Econometric estimation in long-range dependent volatility models: theory and practice
- Asymptotic Results for the MPL Estimators of the Contact Process of Orderp
- Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations
- Spatiotemporal filtering from fractal spatial functional data sequence
- Spectral properties of Burgers and KPZ turbulence
- Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence
- Statistical inference for reciprocal gamma diffusion process
- Robust estimation for continuous-time linear models with memory
- On a class of minimum contrast estimators for Gegenbauer random fields
- Humbert generalized fractional differenced ARMA processes
- On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model
- On the robustness to small trends of parameter estimation for continuous-time stationary models with memory
- Minimum contrast parameter estimation for fractal random fields based on the wavelet periodogram
- On the Whittle estimators for some classes of continuous-parameter random processes and fields
- Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes
- Asymptotic properties of Ibragimov's estimator for a parameter of the spectral density of the random noise in a nonlinear regression model
Uses Software
This page was built for publication: On a class of minimum contrast estimators for fractional stochastic processes and fields
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1883286)
