Alternative models for stationary stochastic processes
AbstractWe consider some parametric spectral estimators that can be used in a wide range of situations. Assuming the existence of fourth moments, we establish rates of convergence of the estimators, and a central limit theorem.
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Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 8 (1978)
Issue (Month): 2 (December)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description
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