Statistical inference using higher-order information
Anh, Vo V., Leonenko, Nikolai N., & Sakhno, Ludmila M. (2007) Statistical inference using higher-order information. Journal of Multivariate Analysis, 98(4), pp. 706-742.
Abstract
This paper presents a class of minimum contrast estimators for stochastic processes with possible long-range dependence based on the information on higher-order spectral densities. The results on consistency and asymptotic normality of the proposed estimators are provided.
Citations:
Citation countsare sourced monthly from Scopus and Web of Science citation databases.
These databases contain citations from different subsets of available publications and different time periods and thus the citation count from each is usually different. Some works are not in either database and no count is displayed. Scopus includes citations from articles published in 1996 onwards, and Web of Science generally from 1980 onwards.
Citations counts from the Google Scholar™ indexing service can be viewed at the linked Google Scholar™ search.
Full-text downloads:
Full-text downloadsdisplays the total number of times this work’s files (e.g., a PDF) have been downloaded from QUT ePrints as well as the number of downloads in the previous 365 days. The count includes downloads for all files if a work has more than one.
| ID Code: | 7397 |
|---|---|
| Item Type: | Journal Article |
| Keywords: | Minimum contrast estimators, higher-order spectral densities, long-range dependence |
| DOI: | 10.1016/j.jmva.2006.09.009 |
| ISSN: | 0047-259X |
| 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 Current > Research Centres > Science Research Centre |
| Copyright Owner: | Copyright 2007 Elsevier |
| Copyright Statement: | Reproduced in accordance with the copyright policy of the publisher. |
| Deposited On: | 04 May 2007 |
| Last Modified: | 29 Feb 2012 23:20 |
Export: EndNote | Dublin Core | BibTeX
Repository Staff Only: item control page