Gaussian likelihood estimation for nearly nonstationary AR(1) processes (Q806871): Difference between revisions
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Revision as of 11:05, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian likelihood estimation for nearly nonstationary AR(1) processes |
scientific article |
Statements
Gaussian likelihood estimation for nearly nonstationary AR(1) processes (English)
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1991
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three-parameter first-order autoregressive model
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nearly nonstationary asymptotic model
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Gaussian maximum likelihood estimator
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conditional maximum likelihood
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least squares estimator
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continuous-time Ornstein- Uhlenbeck process
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asymptotic mean squared error
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