ASYMPTOTIC EFFICIENCY OF THE SAMPLE COVARIANCES IN A GAUSSIAN STATIONARY PROCESS (Q4299037)
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scientific article; zbMATH DE number 598023
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| English | ASYMPTOTIC EFFICIENCY OF THE SAMPLE COVARIANCES IN A GAUSSIAN STATIONARY PROCESS |
scientific article; zbMATH DE number 598023 |
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ASYMPTOTIC EFFICIENCY OF THE SAMPLE COVARIANCES IN A GAUSSIAN STATIONARY PROCESS (English)
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8 September 1994
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spectral density
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Gaussian stationary process
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Toeplitz matrix
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asymptotic efficiency
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sample autocovariances
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asymptotic variance
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Cramér-Rao bound
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integrals of the spectral density
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derivative
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0.8930859565734863
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0.8629739880561829
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0.8352994322776794
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0.8210179209709167
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