scientific article; zbMATH DE number 3757561

zbMATH Open0482.62081MaRDI QIDQ3940697FDOQ3940697

Authors: William T. M. Dunsmuir 

Publication date: 1981

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

zbMATH Keywords

asymptotic theoryGaussian maximum likelihood estimationestimation of covariancesestimation of spectra

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Cited In (8)

• PARSIMONIOUS PERIODIC TIME SERIES MODELING
• TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA
• Gaussian estimation of first order time series models with Bernoulli observations
• On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models
• A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times
• Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations
• Matrix representations of spectral coefficients of randomly sampled ARMA models
• Spectrum of randomly sampled multivariate \textsl{ARMA} models.

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