A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times
- 1 March 1983
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 14 (3) , 279-295
- https://doi.org/10.1016/0304-4149(83)90005-4
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Maximum Likelihood Fitting of ARMA Models to Time Series With Missing ObservationsTechnometrics, 1980
- Estimation of a time series model from unequally spaced dataStochastic Processes and their Applications, 1977
- Vector linear time series modelsAdvances in Applied Probability, 1976
- Martingale Central Limit TheoremsThe Annals of Mathematical Statistics, 1971