scientific article; zbMATH DE number 3862283

MaRDI QIDQ3330346zbMATH OpenFDO

Authors David R. Brillinger

Publication date 1980

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(7)

• Asymptotic distribution of spectral estimates of Ito-Wiener integrals
• Optimal statistical estimators of spectral density in \(L^ 2\)
• Statistical estimation of the multivariate parameter of spectral density. I
• Higher-order approximations for frequency domain time series regression
• Higher order approximations for Wald statistics in time series regressions with integrated processes.
• On the asymptotic properties of a flexible hazard estimator
• Central limit theorem for polynomial forms. I

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