scientific article; zbMATH DE number 3903804

MaRDI QIDQ3681787zbMATH OpenFDO

Authors William T. M. Dunsmuir

Publication date 1984

zbMATH Keywords

asymptotic normalityasymptotically stationary samplingconsistencycorrelationsfinite- dimensional parameter modelslarge sample theorynon- Gaussian dataperiodic samplingreviewsample covariancessparse early samplingspectrastationary discrete time-seriesunequally spaced times

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Identification in stochastic control theory (93E12)

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• Gaussian estimation of first order time series models with Bernoulli observations
• Matrix representations of spectral coefficients of randomly sampled ARMA models
• Large Sample Properties of Partitioning-Based Series Estimators
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