A likelihood based estimator for vector autoregressive processes (Q537365): Difference between revisions
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| Property / author | |||
| Property / author: Anindya Roy / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M09 / rank | |||
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| Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5898141 / rank | |||
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| Property / zbMATH Keywords | |||
unconditional maximum likelihood | |||
| Property / zbMATH Keywords: unconditional maximum likelihood / rank | |||
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vector autoregressive process | |||
| Property / zbMATH Keywords: vector autoregressive process / rank | |||
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Yule-Walker estimator | |||
| Property / zbMATH Keywords: Yule-Walker estimator / rank | |||
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Revision as of 10:22, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A likelihood based estimator for vector autoregressive processes |
scientific article |
Statements
A likelihood based estimator for vector autoregressive processes (English)
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20 May 2011
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unconditional maximum likelihood
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vector autoregressive process
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Yule-Walker estimator
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