Asymptotic inference in stationary Gaussian time-series
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Publication:4403207
DOI10.2307/1425830zbMath0276.62078OpenAlexW2025433734MaRDI QIDQ4403207
Publication date: 1973
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1425830
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)
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