On the second order asymptotic efficiency of estimators of Gaussian ARMA processes (Q1838261)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the second order asymptotic efficiency of estimators of Gaussian ARMA processes |
scientific article; zbMATH DE number 3804717
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the second order asymptotic efficiency of estimators of Gaussian ARMA processes |
scientific article; zbMATH DE number 3804717 |
Statements
On the second order asymptotic efficiency of estimators of Gaussian ARMA processes (English)
0 references
1983
0 references
second order asymptotic efficiency of estimators of Gaussian ARMA processes
0 references
quasi-maximum likelihood estimators
0 references
degree of concentration of sampling distribution
0 references
autoregressive moving average processes
0 references
spectral density
0 references
periodogram
0 references
Toeplitz matrix
0 references
Gram-Charlier expansion
0 references
residue theorem
0 references
