The asymptotic efficiency, in the sense of Bahadur, of estimators of a multidimensional parameter of the spectral density

DOI10.1007/BF00973057zbMath0786.62092OpenAlexW2074797270WikidataQ112879215 ScholiaQ112879215MaRDI QIDQ1175496

R. R. Malyukyavichyus, Marijus Radavičius

Publication date: 25 June 1992

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00973057

zbMATH Keywords

maximum likelihood estimatorspectral densitystationary Gaussian sequenceBahadur asymptotic efficiencyBahadur inequalityWhittle statistics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

On the efficiency of estimators of a spectral density multivariate parameter

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotics of minimax mean-square risk of statistical estimators of spectral density parameters
• Statistical estimation of multidimensional parameter of spectral density. II
• Asymptotic inference in stationary Gaussian time-series

This page was built for publication: The asymptotic efficiency, in the sense of Bahadur, of estimators of a multidimensional parameter of the spectral density