Statistical inference using higher-order information

Author:

Anh V.V.,Leonenko N.N.,Sakhno L.M.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference56 articles.

1. Asymptotic properties of higher-order periodograms;Alekseev;Theory Probab. Appl.,1995

2. Applications of higher-order statistical signal processing to radar;Anderson,1995

3. Dynamic models of long-memory processes driven by Lévy noise;Anh;J. Appl. Probab.,2002

4. On a class of minimum contrast estimators for fractional stochastic processes and fields;Anh;J. Statist. Plann. Inference,2004

5. Quasilikelihood-based higher-order spectral estimation of random fields with possible long-range dependence;Anh;J. Appl. Probab.,2004

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