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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| ID Code: | 22786 |
|---|---|
| Item Type: | Journal Article |
| 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 23:24 |
| Last Modified: | 01 Mar 2012 10:27 |
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