Large sample properties of spectral estimators for a class of stationary nonlinear processes

DOI10.1111/j.1467-9892.2005.00387.xzbMath1091.62093OpenAlexW3123028977MaRDI QIDQ5467589

Kamal C. Chanda

Publication date: 24 May 2006

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2005.00387.x

zbMATH Keywords

consistencyasymptotic normalityspectral estimationnonlinear processesspectra and polyspectra

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items

Asymptotic spectral theory for nonlinear time series

Cites Work

• Asymptotic properties of serial covariances for nonlinear stationary processes
• An introduction to bispectral analysis and bilinear time series models
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