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On the Whittle estimators for some classes of continuous-parameter random processes and fields

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

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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

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