Remarks on the Approximation of the Likelihood Function of a Stationary Gaussian Process

DOI10.1137/1127016zbMath0537.60030OpenAlexW2017866617MaRDI QIDQ3322932

Didier Dacunha-Castelle, Jean Coursol

Publication date: 1982

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1127016

zbMATH Keywords

approximation of the likelihood function

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Related Items (4)

Asymptotic equivalence of spectral density estimation and Gaussian white noise ⋮ Statistical inference for stationary linear models with tapered data ⋮ Non-regular estimation theory for piecewise continuous spectral densities ⋮ Akaike’s information criterion correction for the least-squares autoregressive spectral estimator

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