Exact maximum-likelihood estimation of autoregressive models via the Kalman filter (Q899876): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 16:23, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Exact maximum-likelihood estimation of autoregressive models via the Kalman filter |
scientific article |
Statements
Exact maximum-likelihood estimation of autoregressive models via the Kalman filter (English)
0 references
1 January 2016
0 references