Asymptotic behavior of the logarithm of the likelihood function when the spectral density has polynomial zeros

DOI10.1007/BF01084790zbMath0563.62070OpenAlexW2053335438MaRDI QIDQ1057608

Mamikon S. Ginovyan

Publication date: 1984

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01084790

zbMATH Keywords

Hilbert spaceToeplitz determinantreproducing kernelsspectral densityGaussian stationary processasymptotic behavior of the logarithm of the likelihood function

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Estimation and information in stationary time series
• Estimation of Parameters of a Spectral Density with Fixed Zeroes
• Asymptotic inference in stationary Gaussian time-series
• Theory of Reproducing Kernels
• On the Statistical Treatment of Linear Stochastic Difference Equations
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