On the Whittle estimators for some classes of continuous-parameter random processes and fields

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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Year of publication:	2006
Authors:	Leonenko, N.N. ; Sakhno, L.M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 8, p. 781-795
Publisher:	Elsevier
Keywords:	Whittle estimators Minimum contrast estimators Consistency Asymptotic normality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005138173