Statistical estimation of higher-order spectral densities by means of general tapering

DOI10.4064/AM-24-4-357-381MaRDI QIDQ4365502zbMATH OpenOpenAlexFDO

Authors M'Hammed Baba Harra

Publication date 12 June 2003

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/219178

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(1)

• Statistical inference using higher-order information

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