A central limit theorem for stationary processes and the parameter estimation of linear processes (Q1163831): Difference between revisions

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Revision as of 23:42, 19 March 2024

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A central limit theorem for stationary processes and the parameter estimation of linear processes
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    A central limit theorem for stationary processes and the parameter estimation of linear processes (English)
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    1982
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    fitted spectral model
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    efficiency of Newton-Raphson iteration
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    periodogram
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    Gaussian maximum likelihood estimate
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    robustness
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    autoregressive signal
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    white noise
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