ON RESULTS OF PORAT CONCERNING ASYMPTOTIC EFFICIENCY OF SAMPLE COVARIANCES OF GAUSSIAN ARMA PROCESSES (Q4328384)

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scientific article; zbMATH DE number 739463
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English
ON RESULTS OF PORAT CONCERNING ASYMPTOTIC EFFICIENCY OF SAMPLE COVARIANCES OF GAUSSIAN ARMA PROCESSES
scientific article; zbMATH DE number 739463

    Statements

    ON RESULTS OF PORAT CONCERNING ASYMPTOTIC EFFICIENCY OF SAMPLE COVARIANCES OF GAUSSIAN ARMA PROCESSES (English)
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    6 June 1995
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    asymptotic efficiencies
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    sample autocovariances
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    stationary Gaussian ARMA process
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