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

Sabel, T.; Schmidt-Hieber, A.J. (2014)

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

Article / Letter to editor

All authors: Sabel, T.; Schmidt-Hieber, A.J.

Date: 2014-05-31

Journal: Bernoulli

Volume: 20

Issue: 2

Pages: 747 - 774

DOI: doi:10.3150/12-BEJ505

Link: http://dx.doi.org/10.3150/12-BEJ505