n**(1/2)-approximation of the likelihood function

DOI10.1007/BF01091453zbMath0504.62084OpenAlexW2007650045MaRDI QIDQ1836250

Mamikon S. Ginovyan

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1007/bf01091453

zbMATH Keywords

spectral densityGaussian stationary processmultivariate normalapproximation of likelihood functionlogarithm of likelihood function

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• A problem in prediction theory
• Estimation of Parameters of a Spectral Density with Fixed Zeroes
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