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
Language | Label | Description | Also known as |
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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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