Second-order properties of locally stationary processes (Q3077645)
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scientific article; zbMATH DE number 5855763
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| English | Second-order properties of locally stationary processes |
scientific article; zbMATH DE number 5855763 |
Statements
Second-order properties of locally stationary processes (English)
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22 February 2011
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Gaussian locally stationary processes
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maximum likelihood estimator
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second-order asymptotic efficiency
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0.8150543570518494
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0.8122301697731018
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0.8061796426773071
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0.8004847764968872
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0.790427565574646
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