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Asymptotic behavior of the logarithm of the likelihood function when the spectral density has polynomial zeros - MaRDI portal

Asymptotic behavior of the logarithm of the likelihood function when the spectral density has polynomial zeros (Q1057608)

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scientific article; zbMATH DE number 3898066
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Asymptotic behavior of the logarithm of the likelihood function when the spectral density has polynomial zeros
scientific article; zbMATH DE number 3898066

    Statements

    Asymptotic behavior of the logarithm of the likelihood function when the spectral density has polynomial zeros (English)
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    1984
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    Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 108, 5-21 (Russian) (1981; Zbl 0483.62082).
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    asymptotic behavior of the logarithm of the likelihood function
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    spectral density
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    Gaussian stationary process
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    reproducing kernels
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    Hilbert space
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    Toeplitz determinant
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