Q3687560 (Q3687560): Difference between revisions
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Revision as of 08:09, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
1984
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central limit theorem
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quasi maximum likelihood parameter estimates
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Monte Carlo study on Yule-Walker estimates
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tapered data
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real valued stationary time series
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Whittle modification of the likelihood function
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tapered periodogram
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Consistency
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asymptotic normality
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asymptotically efficient estimates
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