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zbMath0482.62081MaRDI QIDQ3940697

William T. M. Dunsmuir

Publication date: 1981


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

zbMATH Keywords

asymptotic theoryGaussian maximum likelihood estimationestimation of covariancesestimation of spectra


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Point estimation (62F10)


Related Items (8)

Matrix representations of spectral coefficients of randomly sampled ARMA models ⋮ Gaussian estimation of first order time series models with Bernoulli observations ⋮ Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations ⋮ A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times ⋮ TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA ⋮ On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models ⋮ PARSIMONIOUS PERIODIC TIME SERIES MODELING ⋮ Unnamed Item







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