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On the second order asymptotic efficiency of estimators of Gaussian ARMA processes. (English) Zbl 0509.62086

MSC:
62M15 Inference from stochastic processes and spectral analysis
62F12 Asymptotic properties of parametric estimators
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20 Asymptotic distribution theory in statistics
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