scientific article; zbMATH DE number 3757561

MaRDI QIDQ3940697zbMATH OpenFDO

Authors William T. M. Dunsmuir

Publication date 1981

zbMATH Keywords

asymptotic theoryestimation of covariancesestimation of spectraGaussian maximum likelihood estimation

Mathematics Subject Classification ID

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

Cited in

(8)

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

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