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A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times. (English) Zbl 0502.62073

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09 Non-Markovian processes: estimation
60F05 Central limit and other weak theorems
Full Text: DOI
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[7] Tan, S.-B., Maximum likelihood estimation in autoregressive processes with missing data, Ph.D. thesis, (1979), University of Pittsburg
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