An asymptotically efficient estimate in time series analysis
Open Access
- 1 January 1973
- journal article
- Published by American Mathematical Society (AMS) in Quarterly of Applied Mathematics
- Vol. 30 (4) , 421-440
- https://doi.org/10.1090/qam/408149
Abstract
References [Enhancements On Off] (What's this?)Keywords
This publication has 3 references indexed in Scilit:
- Toeplitz Forms and Their ApplicationsPublished by University of California Press ,1958
- Statistical Analysis of Stationary Time SeriesPhysics Today, 1957
- On the Estimation of Regression Coefficients in the Case of an Autocorrelated DisturbanceThe Annals of Mathematical Statistics, 1954