scientific article; zbMATH DE number 3936315

zbMATH Open0584.62156MaRDI QIDQ3707204FDOQ3707204

Authors: Kacha Dzhaparidze 

Publication date: 1981

Title of this publication is not available (Why is that?)

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zbMATH Keywords

maximum likelihoodARMA modelsstationary time seriesasymptotic optimalitylinear processasymptotically efficient estimationGaussian time seriesWhittle's methodasymptotically differentiable sequences of experimentslocally asymptotically normal families of distributionsTests of fit

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (8)

• Perturbation analysis of a maximum-likelihood objective function
• Local asymptotic normality for autoregression with infinite order
• Title not available (Why is that?)
• Maximum likelihood estimation of the spectral density parameter
• Statistical estimation of the multivariate parameter of spectral density. I
• Asymptotics of minimax mean-square risk of statistical estimators of spectral density parameters
• Asymptotics of minimax mean-square risk of statistical estimators of spectral density in the space \(L_ 2\)
• Title not available (Why is that?)

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