Minimum-eontrast-schatzungen .f
r stoeh
stische prozesse
Authors:
Wiltrud M
hleis a;
Gisela Wittwer a
hleis a;
Gisela Wittwer a
| Affiliation: | a Sektion Mathematik, Technische Universit t Dresden, Dresden |
DOI:
10.1080/02331888008801537
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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(English)
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Abstract
In this paper the notion of minimum contrast estimates introduced by Pfanzagl for random variables in introduced for realvalued stochastic processes. Under some conditions the consistency of such estimates is proved. Moreover it turns out that several wellknown estimates for stationary processes are minimum contrast estimates.
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