On asymptotic properties of estimators stationary gaussian random sequences

DOI10.1080/02331888408801765zbMath0562.62074OpenAlexW2001703042MaRDI QIDQ3675370

Wiltrud Mühleis

Publication date: 1984

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888408801765

zbMATH Keywords

asymptotic expansionspectral densityintegrated periodogramstationary Gaussian random sequence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09)

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