Leonenko, Nikolai N. and Sakhno, L. M. 2006. On the Whittle estimators for some classes of continuous-parameter random processes and fields. Statistics & Probability Letters 76 (8) , pp. 781-795. 10.1016/j.spl.2005.10.010 |
Official URL: http://dx.doi.org/10.1016/j.spl.2005.10.010
Abstract
Continuous version of the Whittle contrast functional supplied with a specific weight function is proposed for the estimation of continuous-parameter stochastic processes and fields observed continuously. The results on consistency and asymptotic normality of the estimators are provided.
Item Type: | Article |
---|---|
Date Type: | Publication |
Status: | Published |
Schools: | Mathematics |
Subjects: | Q Science > QA Mathematics |
Uncontrolled Keywords: | Whittle estimators; Minimum contrast estimators; Consistency; Asymptotic normality |
Publisher: | Elsevier |
ISSN: | 0167-7152 |
Last Modified: | 04 Jun 2017 03:48 |
URI: | http://orca.cf.ac.uk/id/eprint/26892 |
Citation Data
Cited 24 times in Google Scholar. View in Google Scholar
Cited 26 times in Scopus. View in Scopus. Powered By Scopus® Data
Actions (repository staff only)
![]() |
Edit Item |