scientific article; zbMATH DE number 3988552

zbMATH Open0611.62114MaRDI QIDQ3750864FDOQ3750864

Authors: M. S. Ginovyan 

Publication date: 1986

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

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zbMATH Keywords

asymptotic normalityconsistencyasymptotic efficiencystationary Gaussian time seriesConfidence regionsasymptotic estimate of the maximum likelihoodzeros of spectral density

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cited In (8)

• Perturbation analysis of a maximum-likelihood objective function
• Gaussian estimation of parametric spectral density with unknown pole
• Title not available (Why is that?)
• Title not available (Why is that?)
• Maximum likelihood estimation of the spectral density parameter
• On the asymptotic efficiency in the Bahadur sense of spectral density multidimensional parameter estimators
• Title not available (Why is that?)
• Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy

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