مرکز منطقه ای اطلاع رساني علوم و فناوري - Minimum contrast estimation of random processes based on information of second and third orders

Title of article :

Minimum contrast estimation of random processes based on information of second and third orders

Author/Authors :

V.V. Anh، نويسنده , , N.N. Leonenko، نويسنده , , L.M. Sakhno، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

1302

To page :

1331

Keywords :

Minimum contrast estimators , Frequency domain estimation , Consistency , long-range dependence , Asymptotic normality , Cumulantspectra

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2007

Journal title :

Journal of Statistical Planning and Inference

Record number :

220385

Link To Document :