Normalizing transformations of some statistics of Gaussian ARMA processes

DOI10.1007/BF00049392zbMath0693.62073MaRDI QIDQ908634

N. E. Zubov

Publication date: 1989

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

transformationsapproximationsmaximum likelihood estimatorperiodogramspectral densityquasi-maximum likelihood estimatorEdgeworth type expansionsFisher's z-transformationGaussian ARMA processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cites Work

• A central limit theorem for stationary processes and the parameter estimation of linear processes
• Walsh spectral analysis of multiple dyadic stationary processes and its applications
• Walsh-function analysis of a certain class of time series
• On the spectral decomposition of stationary time series using walsh functions. I
• Walsh Spectral Analysis
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