Statistical estimation of multidimensional parameter of spectral density. II

DOI10.1007/BF00972118MaRDI QIDQ1124254zbMATH OpenOpenAlexFDO

Authors R. Yu. Bentkus, R. R. Malyukyavichyus

Publication date 1988

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00972118

zbMATH Keywords

convergence of momentssampling of spectral means

Mathematics Subject Classification ID

Large deviations (60F10) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(6)

• The asymptotic efficiency, in the sense of Bahadur, of estimators of a multidimensional parameter of the spectral density
• On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model
• On the efficiency of estimators of a spectral density multivariate parameter
• On the Whittle estimators for some classes of continuous-parameter random processes and fields
• 28
• Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence

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