Zapiski Nauchnykh Seminarov LOMI
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Zap. Nauchn. Sem. POMI:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Zapiski Nauchnykh Seminarov LOMI, 1981, Volume 108, Pages 5–21 (Mi znsl3432)  

Asymptotic behavior of the log-likelihood function when the spectral function has polynomial zeros

M. S. Ginovyan
Abstract: The Gaussian stationary process $x_t$, $t=0,\pm1,\dots$ with zero mean spectral dencity $f$:
$$ f(\lambda)=|Q_m(e^{i\lambda})|^2h(\lambda), $$
where $Q_m(z)$ is polynomial of degree $m$ with roots on the unit circle is, considered. The purpose of this paper is to investigate the asymptotic behavior of the logarithm of likelihood function $\mathscr L_n$. We show, that under the suitable condition on the spectral density $f$ the simple approximation $\widetilde{\mathscr L}_n$ of the function $\mathscr L_n$ satisfying the condition
$$ \frac1{\sqrt n}(\mathscr L_n-\widetilde{\mathscr L}_n)\to0\text{ when }n\to\infty $$
by probability exist.
English version:
Journal of Soviet Mathematics, 1984, Volume 25, Issue 3, Pages 1113–1125
DOI: https://doi.org/10.1007/BF01084790
Bibliographic databases:
UDC: 519.281
Language: Russian
Citation: M. S. Ginovyan, “Asymptotic behavior of the log-likelihood function when the spectral function has polynomial zeros”, Studies in mathematical statistics. Part V, Zap. Nauchn. Sem. LOMI, 108, "Nauka", Leningrad. Otdel., Leningrad, 1981, 5–21; J. Soviet Math., 25:3 (1984), 1113–1125
Citation in format AMSBIB
\Bibitem{Gin81}
\by M.~S.~Ginovyan
\paper Asymptotic behavior of the log-likelihood function when the spectral function has polynomial zeros
\inbook Studies in mathematical statistics. Part~V
\serial Zap. Nauchn. Sem. LOMI
\yr 1981
\vol 108
\pages 5--21
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl3432}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=629397}
\zmath{https://zbmath.org/?q=an:0483.62082|0563.62070}
\transl
\jour J. Soviet Math.
\yr 1984
\vol 25
\issue 3
\pages 1113--1125
\crossref{https://doi.org/10.1007/BF01084790}
Linking options:
  • https://www.mathnet.ru/eng/znsl3432
  • https://www.mathnet.ru/eng/znsl/v108/p5
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Записки научных семинаров ПОМИ
    Statistics & downloads:
    Abstract page:159
    Full-text PDF :56
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024