Abstract
We provide a concise summary on the method of parameter estimation of random fields in the spectral domain developed in the papers [1–3], which is based on higher-order information and the minimum contrast principle. The exposition covers both continuous and discrete-time cases. Minimum contrast estimators are defined via minimization of a certain empirical spectral functional of kth order based on tapered data. Conditions for consistency and asymptotic normality of the estimators are stated.
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Sakhno, L. (2014). Minimum Contrast Method for Parameter Estimation in the Spectral Domain. In: Korolyuk, V., Limnios, N., Mishura, Y., Sakhno, L., Shevchenko, G. (eds) Modern Stochastics and Applications. Springer Optimization and Its Applications, vol 90. Springer, Cham. https://doi.org/10.1007/978-3-319-03512-3_18
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DOI: https://doi.org/10.1007/978-3-319-03512-3_18
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