scientific article; zbMATH DE number 19726

MaRDI QIDQ3979225zbMATHFDO

Authors Masanobu Taniguchi

Publication date 26 June 1992

zbMATH Keywords

spectral densitymaximum likelihood estimatorBerry-Esseen theoremGaussian autoregressive moving average (ARMA) process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• On the exact maximum likelihood estimation of Gaussian autoregressive processes
• Maximum likelihood estimators of parameters of multidimensional stationary Gaussian AR processes
• scientific article; zbMATH DE number 3992651
• scientific article; zbMATH DE number 3938380
• scientific article; zbMATH DE number 3960811
• scientific article; zbMATH DE number 3921782
• Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes
• scientific article; zbMATH DE number 4082791
• Berry-Esseen bounds for parameter estimation of general Gaussian processes

Cited in

(4)

• Convergence results for maximum likelihood type estimators in multivariable ARMA models
• scientific article; zbMATH DE number 3926032 (Why is no real title available?)
• Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes
• On exponential rates of estimators of the parameter in the first-order autoregressive process

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3979225)