On estimation of the integrals of the fourth order cumulant spectral density

研究成果: Article査読

31 被引用数 (Scopus)

抄録

It is known that the asymptotic variance of a quasimaximum likelihood estimate for a non-Gaussian process contains certain integrals of the fourth order cumulant spectral density. If we apply the asymptotic theory we are required to estimate these integrals. Here we shall propose some operational consistent estimates for them.

本文言語English
ページ(範囲)117-122
ページ数6
ジャーナルBiometrika
69
1
DOI
出版ステータスPublished - 1982 4 1
外部発表はい

ASJC Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Agricultural and Biological Sciences (miscellaneous)
  • Agricultural and Biological Sciences(all)
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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