SUFFICIENT STATISTICS FOR STATIONARY DISCRETE‐TIME GAUSSIAN RANDOM PROCESSES

DOI10.1111/j.1467-9892.1982.tb00338.xzbMath0502.62003OpenAlexW2042053691MaRDI QIDQ3968277

Bradley W. Dickinson

Publication date: 1982

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1982.tb00338.x

zbMATH Keywords

rational spectral densityautoregressive-moving average processstationary discrete-time Gaussian random processes

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Sufficient statistics and fields (62B05)

Related Items (2)

On the sufficient statistics for multivariate ARMA models: approximate approach ⋮ Sufficient statistics for arma models with some fixed parameters

Cites Work

• The likelihood function of stationary autoregressive-moving average models
• On the inverses of some patterned matrices arising in the theory of stationary time series
• On the Sufficient Statistics for Stationary Gaussian Random Processes
• Analysis of correlated random effects: linear model with two random components

This page was built for publication: SUFFICIENT STATISTICS FOR STATIONARY DISCRETE‐TIME GAUSSIAN RANDOM PROCESSES