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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
Full-text PDF Free Access
References | Similar Articles | Additional Information
- Ulf Grenander, On the estimation of regression coefficients in the case of an autocorrelated disturbance, Ann. Math. Statistics 25 (1954), 252–272. MR 62402, DOI https://doi.org/10.1214/aoms/1177728784
- Ulf Grenander and Murray Rosenblatt, Statistical analysis of stationary time series, John Wiley & Sons, New York; Almqvist & Wiksell, Stockholm, 1957. MR 0084975
- 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
- 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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Article copyright:
© Copyright 1973
American Mathematical Society