Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information

Author(s):: Sabel, T.; Schmidt-Hieber, A.J. (0000-0003-2699-4990)

Published: 2014
Publication type: Article / Letter to editor

Date issued: 2014-05-31
Language: English
Is part of: Bernoulli (2014), Vol. 20, no. 2, p. 747-774
hdl: 1887/43478
doi: 10.3150/12-BEJ505
URL: http://dx.doi.org/10.3150/12-BEJ505