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Publication:3687560
zbMath0571.62085MaRDI QIDQ3687560
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic normalitycentral limit theoremConsistencytapered datatapered periodogramasymptotically efficient estimatesMonte Carlo study on Yule-Walker estimatesquasi maximum likelihood parameter estimatesreal valued stationary time seriesWhittle modification of the likelihood function
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)
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