scientific article; zbMATH DE number 934447

MaRDI QIDQ4895144zbMATH OpenFDO

Authors Murray Rosenblatt

Publication date 13 October 1996

zbMATH Keywords

Gaussian autoregressive moving average stationary processeslong-range dependent sequencesnon-Gaussian sequences

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(6)

• Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
• Fixed Precision Estimation in the Blum-Rosenblatt Time Series
• Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
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