The asymptotic efficiency, in the sense of Bahadur, of estimators of a multidimensional parameter of the spectral density (Q1175496)
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scientific article; zbMATH DE number 11778
| Language | Label | Description | Also known as |
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| English | The asymptotic efficiency, in the sense of Bahadur, of estimators of a multidimensional parameter of the spectral density |
scientific article; zbMATH DE number 11778 |
Statements
The asymptotic efficiency, in the sense of Bahadur, of estimators of a multidimensional parameter of the spectral density (English)
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25 June 1992
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See the review in Zbl 0748.62050.
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Bahadur asymptotic efficiency
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stationary Gaussian sequence
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spectral density
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Bahadur inequality
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Whittle statistics
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maximum likelihood estimator
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0.92927074
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0.8762933
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0.8719319
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