Statistical estimation for stationary models with tapered data
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Publication:2116627
DOI10.3103/S1068362321060030zbMath1482.62095arXiv2105.06890OpenAlexW4205515689MaRDI QIDQ2116627
Artur A. Sahakyan, Mamikon S. Ginovyan
Publication date: 18 March 2022
Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.06890
Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Point estimation (62F10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)
Uses Software
Cites Work
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