scientific article; zbMATH DE number 16756

zbMATH Open0735.62093MaRDI QIDQ3973441FDOQ3973441

Authors: Simeon M. Berman 

Publication date: 26 June 1992

Title of this publication is not available (Why is that?)

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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)

Cited In (3)

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

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