Normalizing transformations of some statistics of Gaussian ARMA processes (Q908634)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Normalizing transformations of some statistics of Gaussian ARMA processes |
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Normalizing transformations of some statistics of Gaussian ARMA processes (English)
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1989
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Fisher's z-transformation
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maximum likelihood estimator
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periodogram
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quasi-maximum likelihood estimator
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spectral density
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Edgeworth type expansions
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transformations
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Gaussian ARMA processes
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approximations
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