Gaussian f-regular processes and the asymptotic behavior of the likelihood function
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Publication:799328
DOI10.1007/BF01843561zbMath0548.62056MaRDI QIDQ799328
Publication date: 1984
Published in: Journal of Soviet Mathematics (Search for Journal in Brave)
approximation; Hardy spaces; spectral representation; spectral density; nuclear operators; asymptotic behaviour of likelihood function; regular processes
60G15: Gaussian processes
62M09: Non-Markovian processes: estimation
60G10: Stationary stochastic processes
62M99: Inference from stochastic processes
60G20: Generalized stochastic processes
Cites Work