Simplified Estimators Possessing “Nice” Asymptotic Properties

  title={Simplified Estimators Possessing “Nice” Asymptotic Properties},
  author={Kacha Dzhaparidze},
  • Kacha Dzhaparidze
  • Published 1986
  • Mathematics
  • The examples considered in Sections 4 and 5 of the preceding Chapter indicate that the asymptotic m.l. estimators \(\mathop \theta \limits^ \sim \) of the parameters θ appearing in the expression for spectral density fθ of a Gaussian random process Xt, t = …,-1,0,1, … while they are simpler than the exact m.l. estimators \(\mathop \theta \limits^\_ \), they are nevertheless most often roots of rather complex nonlinear equations so that their determination also requires a substantial amount of… CONTINUE READING

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