n**(1/2)-approximation of the likelihood function

DOI10.1007/BF01091453MaRDI QIDQ1836250zbMATH OpenOpenAlexFDO

Authors M. S. Ginovyan

Publication date 1983

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01091453

zbMATH Keywords

spectral densitymultivariate normalGaussian stationary processapproximation of likelihood functionlogarithm of likelihood function

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

Cites work

• scientific article; zbMATH DE number 3121518 (Why is no real title available?)
• scientific article; zbMATH DE number 3131354 (Why is no real title available?)
• scientific article; zbMATH DE number 3131469 (Why is no real title available?)
• scientific article; zbMATH DE number 3721463 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• A problem in prediction theory
• Estimation of Parameters of a Spectral Density with Fixed Zeroes

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