Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series

DOI10.1017/S1446788700024137zbMath0124.10504MaRDI QIDQ5737471

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Publication date: 1964

Published in: Journal of the Australian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

statistics

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Cites Work

• Estimation and information in stationary time series
• On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
• Note on the Consistency of the Maximum Likelihood Estimate
• On Wald's Proof of the Consistency of the Maximum Likelihood Estimate
• Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes
• On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance
• On the Statistical Treatment of Linear Stochastic Difference Equations
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