A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times (Q1172908): Difference between revisions
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| Property / cites work: Martingale Central Limit Theorems / rank | |||
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| Property / cites work: Q3940697 / rank | |||
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| Property / cites work: Vector linear time series models / rank | |||
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| Property / cites work: Q5612941 / rank | |||
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| Property / cites work: Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations / rank | |||
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| Property / cites work: Estimation of a time series model from unequally spaced data / rank | |||
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Latest revision as of 17:43, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times |
scientific article |
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A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times (English)
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1983
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Gaussian stationary time series
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unequally spaced times
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martingale differences
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missing data
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asymptotic normality
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maximum likelihood estimator
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