Dunsmuir, W. A central limit theorem for parameter estimation in stationary vector time series and its application to models for a signal observed with noise. (English) Zbl 0406.62068 Ann. Stat. 7, 490-506 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 41 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62M20 Inference from stochastic processes and prediction 60G10 Stationary stochastic processes 60F05 Central limit and other weak theorems Keywords:Central Limit Theorem; Parameter Estimation; Stationary Ergodic Nondeterministic Vector Time Series; Stationary Vector Noise; Linear Processes; Prediction Theory Citations:Zbl 0327.62055 PDFBibTeX XMLCite \textit{W. Dunsmuir}, Ann. Stat. 7, 490--506 (1979; Zbl 0406.62068) Full Text: DOI