On estimation of parameters of Gaussian stationary processes

DOI10.2307/3213086zbMath0417.60048OpenAlexW4235611456MaRDI QIDQ3207822

Masanobu Taniguchi

Publication date: 1979

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213086

zbMATH Keywords

robustnessasymptotic efficiencyperiodogramspectral densityGaussian stationary process

Mathematics Subject Classification ID

Gaussian processes (60G15) Robustness and adaptive procedures (parametric inference) (62F35) Markov processes: estimation; hidden Markov models (62M05)

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