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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|Item Type:||Journal Article|
|Keywords:||Minimum Contrast Estimators, Frequency Domain Estimation, Long-Range Dependence, Consistency, Asymptotic Normality, Cumulant Spectra|
|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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