Maximum likelihood estimation of order m for stationary stochastic processes

DOI10.1093/BIOMET/70.2.381zbMath0533.62078OpenAlexW2028667582MaRDI QIDQ3316424

Adelch Aalini

Publication date: 1983

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/70.2.381

zbMATH Keywords

consistencyasymptotic normalitymaximum likelihood estimationstationary stochastic processesasymptotic relative efficiencyapproximate likelihood

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99)

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