ON AN OPTIMALITY PROPERTY OF WHITTLE'S GAUSSIAN ESTIMATE OF THE PARAMETER OF THE SPECTRUM OF A TIME SERIES (Q3725400)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON AN OPTIMALITY PROPERTY OF WHITTLE'S GAUSSIAN ESTIMATE OF THE PARAMETER OF THE SPECTRUM OF A TIME SERIES |
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ON AN OPTIMALITY PROPERTY OF WHITTLE'S GAUSSIAN ESTIMATE OF THE PARAMETER OF THE SPECTRUM OF A TIME SERIES (English)
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1985
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optimality property of Whittle's Gaussian estimate of the parameter
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of the spectrum of a time series
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ARMA
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asymptotic normality
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Brillinger's cumulant mixing condition
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Gaussian estimation
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finite Fourier transforms
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periodograms
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