Normalizing transformations of some statistics of Gaussian ARMA processes

DOI10.1007/BF00049392MaRDI QIDQ908634zbMATH OpenFDO

Authors N. E. Zubov

Publication date 1989

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00049392

zbMATH Keywords

approximationsEdgeworth type expansionsFisher's z-transformationGaussian ARMA processesmaximum likelihood estimatorperiodogramquasi-maximum likelihood estimatorspectral densitytransformations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• A central limit theorem for stationary processes and the parameter estimation of linear processes
• scientific article; zbMATH DE number 3698248 (Why is no real title available?)
• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
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• scientific article; zbMATH DE number 3578062 (Why is no real title available?)
• On the spectral decomposition of stationary time series using walsh functions. I
• Walsh Spectral Analysis
• Walsh spectral analysis of multiple dyadic stationary processes and its applications
• Walsh-function analysis of a certain class of time series

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(4)

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