Gaussian f-regular processes and the asymptotic behavior of the likelihood function

DOI10.1007/BF01843561MaRDI QIDQ799328zbMATH OpenOpenAlexFDO

Authors Valentin N. Solev

Publication date 1984

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01843561

zbMATH Keywords

approximationasymptotic behaviour of likelihood functionHardy spacesnuclear operatorsregular processesspectral densityspectral representation

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15) Generalized stochastic processes (60G20) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99)

Review text

Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 119, 203-217 (Russian) (1982; Zbl 0497.62079).

Cites work

• A continuous analogue of a theorem of G. Szegö
• Conditionally regular processes
• scientific article; zbMATH DE number 3191538 (Why is no real title available?)
• Weighted Norm Inequalities for the Conjugate Function and Hilbert Transform

Cited in

(1)

• scientific article; zbMATH DE number 2149890 (Why is no real title available?)

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