On the second order asymptotic efficiency of estimators of Gaussian ARMA processes (Q1838261)
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scientific article; zbMATH DE number 3804717
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the second order asymptotic efficiency of estimators of Gaussian ARMA processes |
scientific article; zbMATH DE number 3804717 |
Statements
On the second order asymptotic efficiency of estimators of Gaussian ARMA processes (English)
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1983
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second order asymptotic efficiency of estimators of Gaussian ARMA processes
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quasi-maximum likelihood estimators
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degree of concentration of sampling distribution
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autoregressive moving average processes
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spectral density
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periodogram
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Toeplitz matrix
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Gram-Charlier expansion
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residue theorem
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