Introduction to General Statistical Analysis

DOI10.1137/1132033MaRDI QIDQ3799508zbMATH OpenOpenAlexFDO

Authors Vyacheslav Girko

Publication date 1987

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1132033

zbMATH Keywords

asymptotic normalitycovariance matricesmartingale differencesspectral functionsBurkholder inequalityestimation of generalized varianceG-analysisG-estimatesStieltjes- transform

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Applications of statistics (62P99) Survival analysis and censored data (62N99)

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