Maximum likelihood estimation of order m for stationary stochastic processes

DOI10.1093/biomet/70.2.381zbMath0533.62078MaRDI 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

consistency; asymptotic normality; maximum likelihood estimation; stationary stochastic processes; asymptotic relative efficiency; approximate likelihood

Mathematics Subject Classification ID

62M09: Non-Markovian processes: estimation

62M05: Markov processes: estimation; hidden Markov models

62M99: Inference from stochastic processes

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