Asymptotic theory of parameter estimation by a contrast function based on interpolation error

DOI10.1007/S11203-015-9116-YMaRDI QIDQ265669zbMATH OpenOpenAlexFDO

Authors Yoshihiro Suto, Yan Liu, Masanobu Taniguchi

Publication date 4 April 2016

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11203-015-9116-y

zbMATH Keywords

asymptotic efficiencyspectral densityperiodogramstationary processcontrast functioninterpolation error

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

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(3)

• scientific article; zbMATH DE number 7660137 (Why is no real title available?)
• Robust parameter estimation for stationary processes by an exotic disparity from prediction problem
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