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Q3703150 - MaRDI portal

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scientific article
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scientific article

    Statements

    publication date
    1985
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    zbMATH Keywords
    asymptotics of the minimax risk
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    zero mean Gaussian time series
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    spectral density
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    sample covariance
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    maximum likelihood estimator
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    mean square errors
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    asymptotically minimax
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    Identifiers

    Mathematics Subject Classification ID
    62M15
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    62M10
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    62F12
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    zbMATH DE Number
    3930187
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