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

DOI10.1007/S11203-015-9116-YzbMATH Open1356.62161OpenAlexW1986128291MaRDI QIDQ265669FDOQ265669

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

Recommendations

• Estimation of the interpolation error variance and an index of linear determinism
• scientific article; zbMATH DE number 1885966
• ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES
• Interpolation of functionals of stationary processes with missing observations
• Kernel estimation and interpolation for time series containing missing observations

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)

Cites Work

• Title not available (Why is that?)
• Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
• A central limit theorem for stationary processes and the parameter estimation of linear processes
• The asymptotic theory of linear time-series models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Parametric estimators for stationary time series with missing observations
• Estimation of Time Series Models in the Presence of Missing Data
• ROBUST REGRESSION AND INTERPOLATION FOR TIME SERIES
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (3)

• Title not available (Why is that?)
• Robust parameter estimation for stationary processes by an exotic disparity from prediction problem
• Robust empirical likelihood for time series

This page was built for publication: Asymptotic theory of parameter estimation by a contrast function based on interpolation error

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q265669)