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- W2006098103 abstract "This paper presents the results on consistency and asymptotic normality of a class of minimum contrast estimators for random processes with short- or long-range dependence based on the second- and third-order cumulant spectra. Asymptotic properties of sample spectral functionals of second and third orders, which are of independent interest in view of their possible use for nonparametric estimation of processes with short- or long-range dependence, are also provided." @default.
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- W2006098103 date "2007-04-01" @default.
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- W2006098103 title "Minimum contrast estimation of random processes based on information of second and third orders" @default.
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- W2006098103 doi "https://doi.org/10.1016/j.jspi.2006.03.001" @default.
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