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Asymptotic normality of estimators of parameters of a Gaussian stationary process obtained from characteristics of crossings of different levels. (English. Russian original) Zbl 0748.62048

Theory Probab. Math. Stat. 42, 123-131 (1991); translation from Teor. Veroyatn. Mat. Stat., Kiev 42, 103-110 (1990).
Summary: Estimators are constructed for parameters such as the variance and the second spectral moment of the correlation function of a stationary random process from characteristics of crossings of different levels. Asymptotic properties of the estimators are studied.

MSC:

62M09 Non-Markovian processes: estimation
62F12 Asymptotic properties of parametric estimators
60G10 Stationary stochastic processes
60G15 Gaussian processes
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