On the second order asymptotic efficiency of estimators of Gaussian ARMA processes (Q1838261)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the second order asymptotic efficiency of estimators of Gaussian ARMA processes |
scientific article |
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
