Le Phe Do Statistical properties of an estimator of the third-order moment function of a stationary process. (English. Russian original) Zbl 0836.62058 Theory Probab. Math. Stat. 46, 63-69 (1993); translation from Teor. Jmovirn. Mat. Stat. 46, 63-70 (1992). Summary: The asymptotic behavior of the covariance and variance of a statistical estimator of the third-order moment function of a stationary process is studied, and also a theorem on the strong consistency of this estimator is proved. MSC: 62M09 Non-Markovian processes: estimation 62F12 Asymptotic properties of parametric estimators 62M15 Inference from stochastic processes and spectral analysis Keywords:covariance; variance; third-order moment function; stationary process; strong consistency PDFBibTeX XMLCite \textit{Le Phe Do}, Theory Probab. Math. Stat. 46, 1 (1992; Zbl 0836.62058); translation from Teor. Jmovirn. Mat. Stat. 46, 63--70 (1992)