scientific article; zbMATH DE number 3804709

MaRDI QIDQ4747425zbMATH OpenFDO

Authors Didier Dacunha-Castelle

Publication date 1981

zbMATH Keywords

stationary Gaussian random fieldsapproximation of inverse Toeplitz matrixasymptotic efficiency of maximum likelihood estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09)

Cited in

(1)

• Inversion de la matrice de Toeplitz en d dimensions et développement asymptotique de la trace de l'inverse à l'ordre d. (Inversion of the Toeplitz matrix in d dimensions and asymptotic development of the trace of the inverse of order d)

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 Q4747425)