scientific article; zbMATH DE number 3444678
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Publication:4769851
Cited in
(10)- Estimation of spectral densities of stationary processes
- An invariance principle for estimating the correlation function of a homogeneous random field
- Optimal properties of certain spectral density statistics
- Cumulants of estimates of the spectrum of a stationary time series
- On a class of minimum contrast estimators for fractional stochastic processes and fields
- On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models
- Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities
- 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
- Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence
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