Quarterly of Applied Mathematics

Quarterly of Applied Mathematics

Online ISSN 1552-4485; Print ISSN 0033-569X



An asymptotically efficient estimate in time series analysis

Author: Richard A. Vitale
Journal: Quart. Appl. Math. 30 (1973), 421-440
MSC: Primary 62M10
DOI: https://doi.org/10.1090/qam/408149
MathSciNet review: 408149
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References [Enhancements On Off] (What's this?)

  • [1] Ulf Grenander, On the estimation of regression coefficients in the case of an autocorrelated disturbance, Ann. Math. Statistics 25 (1954), 252–272. MR 0062402
  • [2] Ulf Grenander and Murray Rosenblatt, Statistical analysis of stationary time series, John Wiley & Sons, New York; Almqvist & Wiksell, Stockholm, 1957. MR 0084975
  • [3] Ulf Grenander and Gabor Szegö, Toeplitz forms and their applications, California Monographs in Mathematical Sciences, University of California Press, Berkeley-Los Angeles, 1958. MR 0094840
  • [4] E. J. Hannan, Time series analysis, Methuen’s Monographs on Applied Probability and Statistics, Methuen& Co., Ltd., London; John Wiley& Sons, Inc., New York, 1960. MR 0114281

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DOI: https://doi.org/10.1090/qam/408149
Article copyright: © Copyright 1973 American Mathematical Society

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