Parameter estimation of Gaussian stationary processes using the generalized method of moments
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Publication:521302
DOI10.1214/17-EJS1230zbMath1473.62297arXiv1604.06511OpenAlexW2963283160MaRDI QIDQ521302
Frederi G. Viens, Luis A. Barboza
Publication date: 7 April 2017
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.06511
Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Point estimation (62F10)
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