Habti Abeida

On the parametric and semiparametric Fisher information matrix for non-zero mean stationary spherical invariant random processes

The classical Whittle formula provides a closed-form expression for the asymptotic Fisher information matrix (FIM) rate of multidimensional, real-valued, zero-mean, purely nondeterministic stationary Gaussian processes (GPs), expressed in terms of their parameterized spectra within a maximum-likelihood framework. Howev...