Maximum likelihood estimation for noncausal autoregressive processes (Q923568)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for noncausal autoregressive processes |
scientific article |
Statements
Maximum likelihood estimation for noncausal autoregressive processes (English)
0 references
1991
0 references
asymptotic normality
0 references
nonminimum phase
0 references
maximum likelihood procedure
0 references
noncausal autoregressive processes
0 references
i.i.d. non-Gaussian noise
0 references
simulation study
0 references
AR(2) processes
0 references
0 references
0 references
