On the second order asymptotic efficiency of estimators of Gaussian ARMA processes
type: Item
instance of: scholarly article
title: On the second order asymptotic efficiency of estimators of Gaussian ARMA processes
zbMATH Open document ID: 0509.62086
author: Masanobu Taniguchi
published in: The Annals of Statistics
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 3804717
zbMATH Keywords: second order asymptotic efficiency of estimators of Gaussian ARMA processes
zbMATH Keywords: quasi-maximum likelihood estimators
zbMATH Keywords: degree of concentration of sampling distribution
zbMATH Keywords: autoregressive moving average processes
zbMATH Keywords: spectral density
zbMATH Keywords: periodogram
zbMATH Keywords: Toeplitz matrix
zbMATH Keywords: Gram-Charlier expansion
zbMATH Keywords: residue theorem
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176346066
OpenAlex ID: W2024047503
DOI: 10.1214/AOS/1176346066
description: scientific article; zbMATH DE number 3804717