A note on maximum likelihood estimation in the first-order Gaussian moving average model (Q1209696)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on maximum likelihood estimation in the first-order Gaussian moving average model |
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A note on maximum likelihood estimation in the first-order Gaussian moving average model (English)
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16 May 1993
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alternative parametrizations
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likelihood equations
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likelihood function
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Gaussian MA(1) zero-mean model
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first-order autocorrelation
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variance of the unobservable independent normal random variables
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moving average coefficient
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maximum likelihood estimates
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