Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process

From MaRDI portal

(Redirected from Publication:1429318)

Jump to:navigation, search

WARNING: Page is not linked to a MaRDI-Entity. Please add Sitelink / Wikibase-link.

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Valid_asymptotic_expansions_for_the_maximum_likelihood_estimators_of_the_parameter_of_a_stationary,_Gaussian,_strongly_dependent_process&oldid=70789134"