scientific article; zbMATH DE number 4186937

MaRDI QIDQ5751799zbMATH OpenFDO

Authors Kurt Hornik

Publication date 1990

zbMATH Keywords

asymptotic optimalitycontinuous, strictly positive spectral densityexponential rates of convergencefixed alternativesglobal efficiency propertieslikelihood ratio statisticspectral analysisstationary Gaussian time seriesWhittle's approximation of the log-likelihood

Mathematics Subject Classification ID

Large deviations (60F10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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