Minimum Contrast Estimation of Random Processes Based on Information of Second and Third Orders

Anh, Vo, Leonenko, Nikolai, & Sakhno, L (2007) Minimum Contrast Estimation of Random Processes Based on Information of Second and Third Orders. Journal of Statistical Planning and Inference, 137(4), pp. 1302-1331.

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11 citations in Scopus
7 citations in Web of Science®
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112 since deposited on 17 Jun 2009
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ID Code: 22786
Item Type: Journal Article
Refereed: Yes
Keywords: Minimum Contrast Estimators, Frequency Domain Estimation, Long-Range Dependence, Consistency, Asymptotic Normality, Cumulant Spectra
DOI: 10.1016/j.jspi.2006.03.001
ISSN: 0378-3758
Subjects: Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > STATISTICS (010400) > Stochastic Analysis and Modelling (010406)
Divisions: Past > QUT Faculties & Divisions > Faculty of Science and Technology
Deposited On: 17 Jun 2009 13:24
Last Modified: 01 Mar 2012 00:27

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