Estimation of Parameters of a Spectral Density with Fixed Zeroes
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Publication:4178253
DOI10.1137/1122085zbMath0395.60039OpenAlexW1996092486MaRDI QIDQ4178253
Publication date: 1977
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1122085
Gaussian processes (60G15) Point estimation (62F10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)
Related Items (3)
n**(1/2)-approximation of the likelihood function ⋮ The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend ⋮ Asymptotic behavior of the logarithm of the likelihood function when the spectral density has polynomial zeros
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