On asymptotic quasi-likelihood estimation (Q1825572): Difference between revisions

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Revision as of 19:10, 19 March 2024

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On asymptotic quasi-likelihood estimation
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    On asymptotic quasi-likelihood estimation (English)
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    1989
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    asymptotic optimality
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    score function
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    random field
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    Gaussian process
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    long range dependence
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    quasi-likelihood estimators
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    estimating functions
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    orthogonality properties
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    Asymptotic quasi-likelihood
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    asymptotic confidence zones of minimum size
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    smoothed periodograms
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    Whittle procedure
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