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Normalizing transformations of some statistics of Gaussian ARMA processes (Q908634)

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scientific article; zbMATH DE number 4135258
Language Label Description Also known as
English
Normalizing transformations of some statistics of Gaussian ARMA processes
scientific article; zbMATH DE number 4135258

    Statements

    title
    Normalizing transformations of some statistics of Gaussian ARMA processes (English)
    0 references
    author
    N. E. Zubov
    0 references
    publication date
    1989
    0 references
    zbMATH Keywords
    Fisher's z-transformation
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    maximum likelihood estimator
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    periodogram
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    quasi-maximum likelihood estimator
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    spectral density
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    Edgeworth type expansions
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    transformations
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    Gaussian ARMA processes
    0 references
    approximations
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    Identifiers

    DOI
    10.1007/BF00049392
    0 references
    zbMATH DE Number
    4135258
    0 references
     
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