Asymptotic properties of one class of periodic estimates

DOI10.1007/S10559-023-00640-9MaRDI QIDQ6198112zbMATH OpenOpenAlexFDO

Authors G. D. Bila, O. P. Knopov

Publication date 20 February 2024

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-023-00640-9

zbMATH Keywords

asymptotic normalitylong-range dependenceGaussian noiseperiodogram estimation

Mathematics Subject Classification ID

Stochastic processes (60Gxx) Mathematical programming (90Cxx) Inference from stochastic processes (62Mxx)

Cites work

• scientific article; zbMATH DE number 3633491 (Why is no real title available?)
• scientific article; zbMATH DE number 195210 (Why is no real title available?)
• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• Asymptotic behavior of M-estimators in continuous-time non-linear regression with long-range dependent errors
• Dependence in probability and statistics
• Empirical estimates in stochastic optimization and identification
• Large deviations of empirical estimates in stochastic programming problems
• Nonparametric estimate of almost periodic signals
• On large deviations of empirical estimates in a stochastic programming problem with time-dependent observations

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