High-order efficiency in the estimation of linear processes (Q1257751)

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scientific article; zbMATH DE number 3631817
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High-order efficiency in the estimation of linear processes
scientific article; zbMATH DE number 3631817

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    High-order efficiency in the estimation of linear processes (English)
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    1979
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    Gaussian Linear Processes
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    Asymptotic Information Loss
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    Whittle-Walker Model
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    Optimality
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    Maximum Likelihood Estimate
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    Craig-Aitken Theorem
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    Information Amount
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    Aymptotically Efficient Estimate
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    Infinite- Dimensional Gaussian Random Vectors
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