Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise (Q6192221)
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scientific article; zbMATH DE number 7803298
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise |
scientific article; zbMATH DE number 7803298 |
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Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise (English)
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12 February 2024
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asymptotic efficiency
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autoregressive process
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AUMPI test
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ergodic control
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Gaussian noise
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LAN property
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maximum likelihood estimator
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