On asymptotic quasi-likelihood estimation (Q1825572): Difference between revisions

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-Roger Gay
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+Christopher C. Heyde
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+Roger Gay
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+https://doi.org/10.1016/0304-4149(89)90089-6
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+W2014866948
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+Central limit theorems for quadratic forms in random variables having long-range dependence
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+Quasi-Likelihood and Optimal Estimation, Correspondent Paper
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+The asymptotic theory of linear time-series models
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+An optimality property of the least-squares estimate of the parameter of the spectrum of a purely nondeterministic time series
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+Optimal robust estimation for discrete time stochastic processes
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+ON AN OPTIMALITY PROPERTY OF WHITTLE'S GAUSSIAN ESTIMATE OF THE PARAMETER OF THE SPECTRUM OF A TIME SERIES
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+Efficiency of estimating equations and the use of pivots
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+On Consistent Estimates of the Spectrum of a Stationary Time Series
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