Estimation of Spectral Densities with Multiplicative Parameter

Acta Applicandae Mathematicae

Volumn 79, Issue 1-2, 2003, Pages 115-128

  Anh, V V ^a   Leonenko, N N ^b   Moldavskaya, E M ^c   Sakhno, L M ^d  

^a QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

^b CARDIFF UNIVERSITY   (United Kingdom)

^c V M GLUSHKOV INSTITUTE OF CYBERNETICS   (Ukraine)

^d TARAS SHEVCHENKO NATIONAL UNIVERSITY OF KYIV   (Ukraine)

Author keywords

Asymptotic normality; Consistency; Minimum contrast estimators; The delta method

Indexed keywords

PARAMETER ESTIMATION; RANDOM PROCESSES; THEOREM PROVING;

SPECTRAL DENSITIES;

STATISTICAL METHODS;

EID: 0142157219     PISSN: 01678019     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1025895730348     Document Type: Conference Paper

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