A central limit theorem for stationary processes and the parameter estimation of linear processes (Q1163831): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:43, 31 January 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
