CENTRAL LIMIT-THEOREM FOR PARAMETER-ESTIMATION IN STATIONARY VECTOR TIME-SERIES AND ITS APPLICATION TO MODELS FOR A SIGNAL OBSERVED WITH NOISE

被引:69
作者
DUNSMUIR, W
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D O I
10.1214/aos/1176344671
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
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页码:490 / 506
页数:17
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