Answers are grounded in this paper and cite their sources.
It is shown under general conditions that arbitrarily high asymptotic efficiencies can be obtained when the parameters of a stationary time series are estimated by fitting the characteristic functions of the process to their empirical versions. A consistency and a central limit result are also given.
No takes yet. Share an insight, caveat, or question.
Andrey Feuerverger (1990) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: