Local asymptotical normality for stationary Gaussian sequences with the degenerate spectral density

MaRDI QIDQ1389290zbMATH OpenFDO

Authors N. K. Bakirov

Publication date 16 July 1998

Published in Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

Bayesian estimateslocal asymptotical normalitymaximal likelihoodspectral densitystationary Gaussian sequence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15)

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