On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes

Stochastic Processes and their Applications

Volumn 85, Issue 1, 2000, Pages 29-44

  Kakizawa, Yoshihide ^a  

^a HOKKAIDO UNIVERSITY   (Japan)

Author keywords

62F05; 62F12; 62M10; Bahadur efficiency; Gaussian stationary process; Large deviation probability; Primary 62F10; Quadratic form; Secondary 62F03; Spectral density; Toeplitz matrix

Indexed keywords

EID: 0043209926     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00063-0     Document Type: Article

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