Title of article
Statistical inference using higher-order information
Author/Authors
Anh، نويسنده , , V.V. and Leonenko، نويسنده , , N.N. and Sakhno، نويسنده , , L.M.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2007
Pages
37
From page
706
To page
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.
Keywords
Higher-order spectral densities , Minimum contrast estimators , long-range dependence , Consistency , Asymptotic normality
Journal title
Journal of Multivariate Analysis
Serial Year
2007
Journal title
Journal of Multivariate Analysis
Record number
1558649
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