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Eonyergenzgeschwindigkeit der verteilung einer parameterseh
tzung f
r stationre gauβsche folgen
Author:
Wiltrud M
hleis a
hleis a
| Affiliation: | a Sektion Mathematik, Technische Universit t Dresden, Dresden |
DOI:
10.1080/02331888008801545
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
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Abstract
This paper deals with speed of convergence to the normal distribution of the distribution of parameter estimates considered by Whittle and Walker for stationary Gaussian random sequences. The result obtained is based on an estimation of the speed of convergence for the distribution of an integrated periodogram.
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Keywords:
Stationrer Prozeβ;
integriertes Periodogramm;
Parameterschtzung;
asymptoische Verteilung;
Konvergenzgeschwindigkeit
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