Asymptotic normality of simultaneous estimators of cyclic long-memory processes
DOI10.1214/21-EJS1953zbMath1498.62175arXiv2011.06229OpenAlexW3101468932MaRDI QIDQ2136603
Myriam Fradon, Antoine Ayache, Ravindi Nanayakkara, Andrew Ya. Olenko
Publication date: 11 May 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.06229
Asymptotic properties of parametric estimators (62F12) Random fields (60G60) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)
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