Maximum likelihood estimates of incorrect Markov models for time series and the derivation of AIC (Q3888396): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 13:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimates of incorrect Markov models for time series and the derivation of AIC |
scientific article |
Statements
Maximum likelihood estimates of incorrect Markov models for time series and the derivation of AIC (English)
0 references
1980
0 references
maximum likelihood estimates
0 references
Markov models
0 references
Akaike information criterion
0 references
autoregressive model
0 references
ergodic stationary process
0 references
maximal correlation coefficient
0 references
negative entropy
0 references
