scientific article; zbMATH DE number 16756

MaRDI QIDQ3973441zbMATH OpenFDO

Authors Simeon M. Berman

Publication date 26 June 1992

zbMATH Keywords

asymptotic efficiencyspectral distribution functionregularly varyingobserved sojourn timesreal stationary Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic properties of parametric tests (62F05) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

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Cited in

(3)

• Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds
• Estimation of the dominating frequency for stationary and nonstationary fractional autoregressive models
• Approximation of sojourn-times via maximal couplings: motif frequency distributions

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