On the efficiency of estimators of a spectral density multivariate parameter
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Publication:1897263
DOI10.1007/BF00992615zbMath0846.62068MaRDI QIDQ1897263
Publication date: 3 October 1996
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
asymptotic efficiencymaximum likelihood estimatorstationary processspectral densityWhittle estimatormultivariate parameter
Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15)
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