| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1147174 | Journal of Multivariate Analysis | 2007 | 37 Pages |
Abstract
This paper presents a class of minimum contrast estimators for stochastic processes with possible long-range dependence based on the information on higher-order spectral densities. The results on consistency and asymptotic normality of the proposed estimators are provided.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
