High-order efficiency in the estimation of linear processes (Q1257751)
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scientific article; zbMATH DE number 3631817
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| English | High-order efficiency in the estimation of linear processes |
scientific article; zbMATH DE number 3631817 |
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High-order efficiency in the estimation of linear processes (English)
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1979
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Gaussian Linear Processes
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Asymptotic Information Loss
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Whittle-Walker Model
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Optimality
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Maximum Likelihood Estimate
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Craig-Aitken Theorem
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Information Amount
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Aymptotically Efficient Estimate
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Infinite- Dimensional Gaussian Random Vectors
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