scientific article; zbMATH DE number 6148096

zbMath1274.62067MaRDI QIDQ4909781

Jiří Michalék

Publication date: 21 March 2013

Full work available at URL: http://www.kybernetika.cz/content/1998/3

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

zbMATH Keywords

maximum likelihood estimationGaussian processautoregressive processesinformation divergence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical aspects of information-theoretic topics (62B10)

Cites Work

• Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
• On linear statistical problems in stochastic processes
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