MAXIMUM LIKELIHOOD ESTIMATION OF AUTOCOVARIANCE MATRICES FROM REPLICATED SHORT TIME SERIES (Q4725561): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00428.x / rank | |||
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| Property / cites work: Characterization of the partial autocorrelation function / rank | |||
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Latest revision as of 18:27, 17 June 2024
scientific article; zbMATH DE number 3999064
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MAXIMUM LIKELIHOOD ESTIMATION OF AUTOCOVARIANCE MATRICES FROM REPLICATED SHORT TIME SERIES |
scientific article; zbMATH DE number 3999064 |
Statements
MAXIMUM LIKELIHOOD ESTIMATION OF AUTOCOVARIANCE MATRICES FROM REPLICATED SHORT TIME SERIES (English)
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1987
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maximum likelihood estimation
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replicated short time series
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spectral decompositions
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simulation results
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Toeplitz matrix
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Gaussian stationary time series
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autocovariance matrix
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