scientific article; zbMATH DE number 4186937

zbMATH Open0719.62106MaRDI QIDQ5751799

Kurt Hornik

Publication date: 1990

Title of this publication is not available (Why is that?)

zbMATH Keywords

likelihood ratio statisticspectral analysisasymptotic optimalityexponential rates of convergencestationary Gaussian time seriesfixed alternativescontinuous, strictly positive spectral densityglobal efficiency propertiesWhittle's approximation of the log-likelihood

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Large deviations (60F10)

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