A note on maximum likelihood estimation in the first-order Gaussian moving average model (Q1209696)
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scientific article; zbMATH DE number 168294
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| English | A note on maximum likelihood estimation in the first-order Gaussian moving average model |
scientific article; zbMATH DE number 168294 |
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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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0.8257255554199219
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0.8086617588996887
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0.799545407295227
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0.7924938201904297
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0.7924043536186218
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