On the second order asymptotic efficiency of estimators of Gaussian ARMA processes (Q1838261): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aos/1176346066 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2024047503 / rank | |||
Normal rank | |||
Revision as of 21:18, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the second order asymptotic efficiency of estimators of Gaussian ARMA processes |
scientific article |
Statements
On the second order asymptotic efficiency of estimators of Gaussian ARMA processes (English)
0 references
1983
0 references
second order asymptotic efficiency of estimators of Gaussian ARMA processes
0 references
quasi-maximum likelihood estimators
0 references
degree of concentration of sampling distribution
0 references
autoregressive moving average processes
0 references
spectral density
0 references
periodogram
0 references
Toeplitz matrix
0 references
Gram-Charlier expansion
0 references
residue theorem
0 references
