Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information (Q2448712): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:12, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information |
scientific article |
Statements
Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information (English)
0 references
5 May 2014
0 references
Fisher information
0 references
Gaussian time series
0 references
Cramer-Rao estimators
0 references
