Local asymptotical normality for stationary Gaussian sequences with the degenerate spectral density

zbMath0898.62030MaRDI QIDQ1389290

N. K. Bakirov

Publication date: 16 July 1998

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

spectral densitystationary Gaussian sequencemaximal likelihoodBayesian estimateslocal asymptotical normality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

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