Simplified Whittle estimators for spectral parameters of stationary linear models with tapered data

DOI10.3103/S1068362324010047MaRDI QIDQ6602404zbMATH OpenFDO

Authors M. S. Ginovyan

Publication date 11 September 2024

Published in Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/S1068362324010047

zbMATH Keywords

parametric estimationsimplified Whittle estimatorspectral densitystationary processestapered data

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• Edge effects and efficient parameter estimation for stationary random fields
• Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data
• scientific article; zbMATH DE number 3123545 (Why is no real title available?)
• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• scientific article; zbMATH DE number 783366 (Why is no real title available?)
• scientific article; zbMATH DE number 3070807 (Why is no real title available?)
• Nonparametric high resolution spectral estimation
• On iterative procedures of asymptotic inference
• On Parameter Estimation by the Davidon–Fletcher–Powell Method
• On Simplified Estimators of Unknown Parameters with Good Asymptotic Properties
• On Toeplitz type quadratic functionals of stationary Gaussian processes
• Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
• Parameter estimation for Lévy-driven continuous-time linear models with tapered data
• Small sample effects in time series analysis: A new asymptotic theory and a new estimate
• SPECTRAL ANALYSIS WITH TAPERED DATA
• Statistical inference for stationary linear models with tapered data

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