A note on maximum likelihood estimation in the first-order Gaussian moving average model (Q1209696): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/0167-7152(93)90144-8 / rank | |||
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| Property / OpenAlex ID: W2091456116 / rank | |||
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| Property / cites work: Q5631966 / rank | |||
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| Property / cites work: ON THE STRUCTURE OF THE LIKELIHOOD FUNCTION OF AUTOREGRESSIVE AND MOVING AVERAGE MODELS / rank | |||
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| Property / cites work: WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?* / rank | |||
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Latest revision as of 16:41, 17 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on maximum likelihood estimation in the first-order Gaussian moving average model |
scientific article |
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A note on maximum likelihood estimation in the first-order Gaussian moving average model (English)
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16 May 1993
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alternative parametrizations
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likelihood equations
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likelihood function
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Gaussian MA(1) zero-mean model
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first-order autocorrelation
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variance of the unobservable independent normal random variables
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moving average coefficient
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maximum likelihood estimates
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