scientific article

zbMath0566.62078MaRDI QIDQ3681787

William T. M. Dunsmuir

Publication date: 1984

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

zbMATH Keywords

consistencyasymptotic normalitycorrelationsspectrareviewlarge sample theoryunequally spaced timesperiodic samplingsample covariancesasymptotically stationary samplingfinite- dimensional parameter modelsnon- Gaussian datasparse early samplingstationary discrete time-series

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15) Identification in stochastic control theory (93E12)

Related Items (4)

Matrix representations of spectral coefficients of randomly sampled ARMA models ⋮ Gaussian estimation of first order time series models with Bernoulli observations ⋮ Finite sample performance of density estimators from unequally spaced data ⋮ Unnamed Item

This page was built for publication: