Asymptotic regularity of a family of measures corresponding to a Gaussian random process which contains a white noise component for a parametric family of spectral densities
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Publication:786496
DOI10.1007/BF01084795zbMath0528.62072OpenAlexW2074926173MaRDI QIDQ786496
Publication date: 1984
Published in: Journal of Soviet Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01084795
Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99) Non-Markovian processes: hypothesis testing (62M07) Sufficiency and information (62B99)
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