Maximum likelihood estimation of order m for stationary stochastic processes (Q3316424)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of order m for stationary stochastic processes |
scientific article |
Statements
Maximum likelihood estimation of order m for stationary stochastic processes (English)
0 references
1983
0 references
maximum likelihood estimation
0 references
stationary stochastic processes
0 references
approximate likelihood
0 references
asymptotic relative efficiency
0 references
consistency
0 references
asymptotic normality
0 references
