Maximum likelihood estimation of the spectral density parameter (Q751140)
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scientific article; zbMATH DE number 4176292
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of the spectral density parameter |
scientific article; zbMATH DE number 4176292 |
Statements
Maximum likelihood estimation of the spectral density parameter (English)
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1988
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See the review in Zbl 0673.62083.
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real, zero-mean stationary Gaussian sequence
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spectral density
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maximum likelihood estimator
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limiting Gaussian distribution
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asymptotically efficient
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minimax
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0.91457784
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0.9042393
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0.89214694
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0.89150286
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0.8911782
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