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Stability of the maximum likelihood estimation by means of Gaussian processes. (Russian) Zbl 0406.62062

Teor. Veroyatn. Mat. Stat. 19, 122-128 (1978).

MSC:

62M09 Non-Markovian processes: estimation
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G15 Gaussian processes