A central limit theorem for stationary processes and the parameter estimation of linear processes (Q1163831)
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scientific article; zbMATH DE number 3761261
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A central limit theorem for stationary processes and the parameter estimation of linear processes |
scientific article; zbMATH DE number 3761261 |
Statements
A central limit theorem for stationary processes and the parameter estimation of linear processes (English)
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1982
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fitted spectral model
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efficiency of Newton-Raphson iteration
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periodogram
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Gaussian maximum likelihood estimate
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robustness
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autoregressive signal
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white noise
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