Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence

Journal of Applied Probability

Volumn 41A, Issue , 2004, Pages 35-53

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

^a QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

^b CARDIFF UNIVERSITY   (United Kingdom)

^c TARAS SHEVCHENKO NATIONAL UNIVERSITY OF KYIV   (Ukraine)

Author keywords

Higher order spectral densities; Long range dependence; Minimum contrast estimator; Quasi likelihood estimation

Indexed keywords

EID: 14944347184     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1082552189     Document Type: Article

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