Non-regular estimation theory for piecewise continuous spectral densities-Reference-Cited by-同舟云学术

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Non-regular estimation theory for piecewise continuous spectral densities

Published:2008-02 Issue:2 Volume:118 Page:153-170
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Taniguchi Masanobu

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference13 articles.

1. Convergence of Probability Measures;Billingsley,1968

2. Time Series: Data Analysis and Theory;Brillinger,1975

3. Band spectral regression with trending data;Corbae;Econometrica,2002

4. Remarks on the approximation on the likelihood function of a stationary Gaussian process;Coursol;Theory Probab. Appl.,1982

5. Latent variable models for time series. A frequency domain approach with application to the permanent income hypothesis;Geweke;J. Econometrics,1981

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1. Hellinger Distance Estimation for Nonregular Spectra;Theory of Probability & Its Applications;2024-05

2. Hellinger distance estimation for nonregular spectra;Теория вероятностей и ее применения;2024

3. Higher‐order asymptotics of minimax estimators for time series;Journal of Time Series Analysis;2022-07-07

4. Minimax estimation for time series models;METRON;2021-06-30

5. On parameter estimation of threshold autoregressive models;Statistical Inference for Stochastic Processes;2011-12-21

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