Nonexistence of estimates which minimizex'V−1x in an exponential type of stationary time series

  • Toshinao Nakatsuka


Time Series Time Series Analysis Asymptotic Property Exponential Model Stationary Time 


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    Bloomfield, P. (1973). An exponential model for the spectrum of a scalar time series,Biometrika,60, 217–226.MathSciNetCrossRefGoogle Scholar
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    Hannan, E. J. (1960).Time Series Analysis, Methuen, London.zbMATHGoogle Scholar
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    Walker, A. M. (1964). Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series,J. Aust. Math. Soc.,4, 363–384.MathSciNetCrossRefGoogle Scholar

Copyright information

© The Institute of Statistical Mathematics, Tokyo 1979

Authors and Affiliations

  • Toshinao Nakatsuka
    • 1
  1. 1.Tokyo Metropolitan UniversityTokyoJapan

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