Minimum-contrast estimation with additional information

1991 ◽  
Vol 53 (6) ◽  
pp. 547-551 ◽  
Author(s):  
M. V. Gal'chenko ◽  
V. A. Gurevich
Keyword(s):  
Additional Information ◽  
Minimum Contrast ◽  
Contrast Estimation

scholarly journals A central limit result in the wavelet domain for minimum contrast estimation of fractal random fields

2013 ◽  
Vol 58 (3) ◽  
pp. 550-583
Author(s):  
M Ruiz-Medina ◽  
M Ruiz-Medina ◽  
Rosa Maria Crujeiras ◽  
Rosa Maria Crujeiras
Keyword(s):  
Central Limit ◽  
Random Fields ◽  
Wavelet Domain ◽  
Minimum Contrast ◽  
Contrast Estimation ◽  
Limit Result

scholarly journals On the Structure and Estimation of Reflection Positive Processes

2008 ◽  
Vol 45 (1) ◽  
pp. 150-162
Author(s):  
R. McVinish
Keyword(s):  
Time Series ◽  
Prediction Error ◽  
Error Variance ◽  
Second Order ◽  
Prediction Error Variance ◽  
Minimum Contrast ◽  
Contrast Estimation ◽  
Special Cases ◽  
One Step ◽  
The One

The class of processes formed as the aggregation of Ornstein-Uhlenbeck processes has proved useful in modeling time series from a number of areas and includes several interesting special cases. This paper examines the second-order properties of this class. Bounds on the one-step prediction error variance are proved and consistency of the minimum contrast estimation is demonstrated.

Sign in / Sign up

Export Citation Format

Share Document