On asymptotic quasi-likelihood estimation
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Publication:1825572
DOI10.1016/0304-4149(89)90089-6zbMath0684.62067MaRDI QIDQ1825572
Roger Gay, Christopher C. Heyde
Publication date: 1989
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(89)90089-6
Gaussian process; random field; long range dependence; asymptotic optimality; estimating functions; score function; quasi-likelihood estimators; smoothed periodograms; orthogonality properties; asymptotic confidence zones of minimum size; Asymptotic quasi-likelihood; Whittle procedure
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