Estimation of Parameters of a Spectral Density with Fixed Zeroes

DOI10.1137/1122085zbMATH Open0395.60039OpenAlexW1996092486MaRDI QIDQ4178253FDOQ4178253

Authors: Kacha Dzhaparidze 

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1137/1122085

zbMATH Keywords

spectral densitymaximum likelihood estimatesstationary Gaussian stochastic process

Mathematics Subject Classification ID

Point estimation (62F10) Gaussian processes (60G15) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

Cited In (3)

• The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
• Asymptotic behavior of the logarithm of the likelihood function when the spectral density has polynomial zeros
• n**(1/2)-approximation of the likelihood function

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