MAXIMUM LIKELIHOOD ESTIMATION OF AUTOCOVARIANCE MATRICES FROM REPLICATED SHORT TIME SERIES (Q4725561): Difference between revisions
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Revision as of 19:33, 19 March 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 |
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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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