scientific article; zbMATH DE number 3930187

MaRDI QIDQ3703150zbMATH OpenFDO

Authors R. R. Malyukyavichyus

Publication date 1985

zbMATH Keywords

asymptotically minimaxasymptotics of the minimax riskmaximum likelihood estimatormean square errorssample covariancespectral densityzero mean Gaussian time series

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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