Second-order properties of locally stationary processes (Q3077645)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order properties of locally stationary processes |
scientific article |
Statements
Second-order properties of locally stationary processes (English)
0 references
22 February 2011
0 references
Gaussian locally stationary processes
0 references
maximum likelihood estimator
0 references
second-order asymptotic efficiency
0 references
0 references
0 references
