On the estimation of the parameters of a power spectrum

DOI10.1016/0047-259X(79)90095-2zbMATH Open0415.62071MaRDI QIDQ600205FDOQ600205

Sumit K. Garg

Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

parameter estimationconsistencylarge-sample propertiesspectral analysistime series analysismaximum likelihood analysisquadratic approximation

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Title not available (Why is that?)
• NOTES ON BIAS IN ESTIMATION
• Estimation and information in stationary time series
• Note on the Consistency of the Maximum Likelihood Estimate
• Some asymptotic results for the periodogram of a stationary time series
• Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series
• Cross-spectral analysis of processes with stationary increments including the stationary G/G/\(\infty\) queue
• An analysis of cell membrane noise
• Linear processes and bispectra
• A Moving Average Representation for Random Variables Covariance Stationary on a Finite Time Interval

Cited In (16)

• FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS
• Replicated INAR(1) processes
• Sampling properties of color independent component analysis
• Statistical aspects of earthquake source parameter estimation in the presence of signal generated noise
• Modeling and forecasting persistent financial durations
• Statistical inference for spatial statistics defined in the Fourier domain
• Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis
• Nonuniqueness of best L^p-approximation for generalized convex functions by splines with free knots
• Long memory conditional random fields on regular lattices
• Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions
• Parameter estimation and hypothesis testing in stationary vector time series
• Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients
• Asymptotics for functionals of powers of a periodogram
• Peak-insensitive parametric spectrum estimation
• Parameter estimation in low order fractionally differenced ARMA processes
• Difference Equations for the Higher Order Moments and Cumulants of the INAR(p) Model

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