Investigation of integrals of squared periodogram and their application for statistical parameter estimation

zbMATH Open1289.62086MaRDI QIDQ2850201FDOQ2850201

Authors: L. Sakhno 

Publication date: 26 September 2013

Published in: Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)

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zbMATH Keywords

periodogramminimum contrast estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and spectral analysis (62M15)

Cited In (1)

• On the integral of the squared periodogram

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