Maximum likelihood estimation for continuous-time autoregressive models by relaxation on residual variances ratio parameters (Q1802201)
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scientific article; zbMATH DE number 202977
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| English | Maximum likelihood estimation for continuous-time autoregressive models by relaxation on residual variances ratio parameters |
scientific article; zbMATH DE number 202977 |
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Maximum likelihood estimation for continuous-time autoregressive models by relaxation on residual variances ratio parameters (English)
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26 January 1994
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continuous-time autoregressive model
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iterative algorithm
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maximum likelihood estimator
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continuous-time
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0.8123746514320374
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0.8123746514320374
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0.8053038716316223
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