Maximum likelihood estimation for all-pass time series models (Q2499083)
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scientific article; zbMATH DE number 5045471
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| English | Maximum likelihood estimation for all-pass time series models |
scientific article; zbMATH DE number 5045471 |
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Maximum likelihood estimation for all-pass time series models (English)
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14 August 2006
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Gaussian mixture
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non-Gaussian
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noninvertible moving average
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white noise
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0.8912454843521118
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0.8623048663139343
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0.8623048663139343
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