scientific article

zbMath0744.62126MaRDI QIDQ3970925

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Publication date: 25 June 1992

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zbMATH Keywords

spectral densityToeplitz matricesstrong consistencyYule-Walker estimatesRényi distancealpha estimatesautoregressive stationary random sequenceminimization of asymptotic \(I\)- divergence rate

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes (62M99) Statistical aspects of information-theoretic topics (62B10)

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