HIGHER-ORDER ASYMPTOTIC PROPERTIES OF A WEIGHTED ESTIMATOR FOR GAUSSIAN ARMA PROCESSES (Q3200434): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1991.tb00070.x / rank | |||
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Property / cites work: Normalizing transformations of some statistics in multivariate analysis / rank | |||
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Property / cites work: The equivalence between (modified) Bayes estimator and maximum likelihood estimator for Markov processes / rank | |||
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Property / cites work: Asymptotic optimality of the generalized Bayes estimator in multiparameter cases / rank | |||
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Latest revision as of 12:46, 21 June 2024
scientific article
Language | Label | Description | Also known as |
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English | HIGHER-ORDER ASYMPTOTIC PROPERTIES OF A WEIGHTED ESTIMATOR FOR GAUSSIAN ARMA PROCESSES |
scientific article |
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HIGHER-ORDER ASYMPTOTIC PROPERTIES OF A WEIGHTED ESTIMATOR FOR GAUSSIAN ARMA PROCESSES (English)
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1991
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normalizing transformation
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Fisher's z transformation
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power comparison
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chi-square asymptotic expansions
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Gaussian ARMA process
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spectral density
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weighted estimator
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higher-order asymptotic properties
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second- order asymptotically efficient
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second-order median unbiased estimators
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third-order asymptotically efficient
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Edgeworth expansion
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simple hypothesis
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local powers
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