An optimality property of the least-squares estimate of the parameter of the spectrum of a purely nondeterministic time series
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Publication:1146486
DOI10.1214/aos/1176345145zbMath0447.62097OpenAlexW1988942689MaRDI QIDQ1146486
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345145
spectrumestimation efficiencyasymptotic propertyleast-squares estimatepurely nondeterministic time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)
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