No label defined (Q3687560)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
1984
0 references
central limit theorem
0 references
quasi maximum likelihood parameter estimates
0 references
Monte Carlo study on Yule-Walker estimates
0 references
tapered data
0 references
real valued stationary time series
0 references
Whittle modification of the likelihood function
0 references
tapered periodogram
0 references
Consistency
0 references
asymptotic normality
0 references
asymptotically efficient estimates
0 references
