A central limit theorem for stationary processes and the parameter estimation of linear processes (Q1163831): Difference between revisions
From MaRDI portal
Set profile property. |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1214/aos/1176345696 / rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aos/1176345696 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2033945032 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1214/AOS/1176345696 / rank | |||
Normal rank | |||
Latest revision as of 15:55, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A central limit theorem for stationary processes and the parameter estimation of linear processes |
scientific article |
Statements
A central limit theorem for stationary processes and the parameter estimation of linear processes (English)
0 references
1982
0 references
fitted spectral model
0 references
efficiency of Newton-Raphson iteration
0 references
periodogram
0 references
Gaussian maximum likelihood estimate
0 references
robustness
0 references
autoregressive signal
0 references
white noise
0 references
