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zbMath0536.62077MaRDI QIDQ3321289

Robert Davies

Publication date: 1983

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

hypothesis testing likelihood function covariance structure asymptotical optimality C(alpha) tests Fisher scoring-type estimators frequency-domain approximation stationary time-series

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Local asymptotic normality for multivariate linear processes

Uses Software

AS 154

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