Higher order asymptotic investigations of weighted estimators for Gaussian ARMA processes (Q2640293)
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scientific article; zbMATH DE number 4186931
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| English | Higher order asymptotic investigations of weighted estimators for Gaussian ARMA processes |
scientific article; zbMATH DE number 4186931 |
Statements
Higher order asymptotic investigations of weighted estimators for Gaussian ARMA processes (English)
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1991
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higher order asymptotic properties of weighted estimators of Bayes type
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Gaussian ARMA process
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quasi-weighted estimator
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quasi-likelihood function
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second-order asymptotically median unbiased
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second-order asymptotically efficient
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normalizing transformation
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Edgeworth expansion
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higher order local powers
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likelihood ratio
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modified Wald' tests
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generalized multiparameter weighted estimator
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higher order asymptotic efficiency
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Akaike's final prediction error
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generalized weighted estimator
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maximum likelihood estimator
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0.9294483661651612
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0.7949813604354858
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0.7893894910812378
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0.7599287033081055
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