Maximum likelihood estimation of the spectral density parameter
type: Item
instance of: scholarly article
title: Maximum likelihood estimation of the spectral density parameter
zbMATH Open document ID: 0714.62091
DOI: 10.1007/BF00972219
author: R. R. Malyukyavichyus
published in: Lithuanian Mathematical Journal
publication date: 1988-01-01T00:00:00Z
review text: See the review in Zbl 0673.62083.
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 4176292
zbMATH Keywords: real, zero-mean stationary Gaussian sequence
zbMATH Keywords: spectral density
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: limiting Gaussian distribution
zbMATH Keywords: asymptotically efficient
zbMATH Keywords: minimax
MaRDI profile type: Publication
cites work: Statistical estimation of the multivariate parameter of spectral density. I
cites work: Q4185696
cites work: Q3707204
cites work: Q5628553
cites work: Asymptotic inference in stationary Gaussian time-series
full work available at URL: https://doi.org/10.1007/bf00972219
OpenAlex ID: W2048124112
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description: scientific article; zbMATH DE number 4176292