Gaussian f-regular processes and the asymptotic behavior of the likelihood function

DOI10.1007/BF01843561zbMATH Open0548.62056OpenAlexW2016795305MaRDI QIDQ799328FDOQ799328

Authors: Valentin N. Solev 

Publication date: 1984

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01843561

zbMATH Keywords

spectral densityapproximationHardy spacesspectral representationnuclear operatorsasymptotic behaviour of likelihood functionregular processes

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Generalized stochastic processes (60G20)

Cites Work

• Title not available (Why is that?)
• Weighted Norm Inequalities for the Conjugate Function and Hilbert Transform
• Conditionally regular processes
• A continuous analogue of a theorem of G. Szegö

Cited In (1)

• Title not available (Why is that?)

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