Maximum likelihood estimates of incorrect Markov models for time series and the derivation of AIC (Q3888396): Difference between revisions

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Latest revision as of 20:42, 19 March 2024

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Maximum likelihood estimates of incorrect Markov models for time series and the derivation of AIC
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    Maximum likelihood estimates of incorrect Markov models for time series and the derivation of AIC (English)
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    1980
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    maximum likelihood estimates
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    Markov models
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    Akaike information criterion
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    autoregressive model
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    ergodic stationary process
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    maximal correlation coefficient
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    negative entropy
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