scientific article

zbMath0584.62156MaRDI QIDQ3707204

Kacha Dzhaparidze

Publication date: 1981

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

zbMATH Keywords

linear processmaximum likelihoodasymptotic optimalityARMA modelsstationary time seriesasymptotically efficient estimationGaussian time seriesWhittle's methodasymptotically differentiable sequences of experimentslocally asymptotically normal families of distributionsTests of fit

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Asymptotic properties of parametric tests (62F05)

Related Items (5)

Asymptotics of minimax mean-square risk of statistical estimators of spectral density parameters ⋮ Statistical estimation of the multivariate parameter of spectral density. I ⋮ Maximum likelihood estimation of the spectral density parameter ⋮ Local asymptotic normality for autoregression with infinite order ⋮ Asymptotics of minimax mean-square risk of statistical estimators of spectral density in the space \(L_ 2\)

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