n**(1/2)-approximation of the likelihood function
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Publication:1836250
DOI10.1007/BF01091453zbMath0504.62084MaRDI QIDQ1836250
Publication date: 1983
Published in: Journal of Soviet Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01091453
spectral density; Gaussian stationary process; multivariate normal; approximation of likelihood function; logarithm of likelihood function
60G15: Gaussian processes
60G10: Stationary stochastic processes
62M15: Inference from stochastic processes and spectral analysis
Cites Work