A Central Limit Theorem for Parameter Estimation in Stationary Vector Time Series and its Application to Models for a Signal Observed with Noise-Reference-Cited by-同舟云学术

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A Central Limit Theorem for Parameter Estimation in Stationary Vector Time Series and its Application to Models for a Signal Observed with Noise

Published:1979-05-01 Issue:3 Volume:7 Page:
ISSN:0090-5364
Container-title:The Annals of Statistics
language:
Short-container-title:Ann. Statist.

Author:

Dunsmuir W.

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://projecteuclid.org/download/pdf_1/euclid.aos/1176344671

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