Article ID Journal Published Year Pages File Type
1154019 Statistics & Probability Letters 2006 15 Pages PDF
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.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On the Whittle estimators for some classes of continuous-parameter random processes and fields
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