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scientific article; zbMATH DE number 4186937
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scientific article; zbMATH DE number 4186937 |
Statements
1990
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stationary Gaussian time series
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continuous, strictly positive spectral density
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Whittle's approximation of the log-likelihood
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spectral analysis
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global efficiency properties
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likelihood ratio statistic
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fixed alternatives
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asymptotic optimality
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exponential rates of convergence
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0.8657643795013428
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0.8444008827209473
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0.8173724412918091
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0.8117748498916626
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