A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times-Reference-Cited by-同舟云学术

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A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times

Published:1983-03 Issue:3 Volume:14 Page:279-295
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Dunsmuir W.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference7 articles.

1. Martingale central limit theorems;Brown;Ann. Math. Statist.,1971

2. Estimation for stationary time series when data are irregularly spaced or missing;Dunsmuir,1981

3. Vector linear time series models;Dunsmuir;Adv. Appl. Probab.,1976

4. Multiple Time Series;Hannan,1970

5. Maximum likelihood fitting of ARMA models to time series with missing observations;Jones;Technometrics,1980

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