Asymptotic inference in stationary Gaussian time-series
- 1 December 1973
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 5 (3), 469-497
- https://doi.org/10.2307/1425830
Abstract
Conditions are given for the family of distributions of a stationary, discrete-time, Gaussian, vector-valued time-series with covariance structure given up to a finite number of parameters to satisfy the asymptotic differentiability conditions introduced by Le Cam (1969).Keywords
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