Minimum Contrast Method for Parameter Estimation in the Spectral Domain

DOI10.1007/978-3-319-03512-3_18zbMath1321.62118OpenAlexW78943829MaRDI QIDQ2946100

Ludmila M. Sakhno

Publication date: 16 September 2015

Published in: Modern Stochastics and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-03512-3_18

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

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Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data

Cites Work

• Minimum contrast estimation of random processes based on information of second and third orders
• Statistical inference using higher-order information
• On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
• SPECTRAL ANALYSIS WITH TAPERED DATA
• Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence
• Evaluation of bias in higher-order spectral estimation
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