Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information (Q2448712)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6291821
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information |
scientific article; zbMATH DE number 6291821 |
Statements
Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information (English)
0 references
5 May 2014
0 references
Fisher information
0 references
Gaussian time series
0 references
Cramer-Rao estimators
0 references
0 references
0 references
0 references
0 references
0 references
0.7790049910545349
0 references
0.7683970332145691
0 references
0.7417193055152893
0 references
0.7206544280052185
0 references
