scientific article
From MaRDI portal
Publication:3742549
zbMath0605.62100MaRDI QIDQ3742549
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
approximationasymptotic analysismaximum likelihood estimatesbiasvariance reductiontime series analysisspectral densityAR processesopen problemsspectrum estimationfinite-sample analysisleakage effectdata tapersYule-Walker estimatesWhittle estimatesinverse of a Toeplitz matrixroots close to the unit circle
Nonparametric estimation (62G05) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items (2)
Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence ⋮ Testing the Fit of a Vector Autoregressive Moving Average Model
This page was built for publication:
