AR models with uniformly distributed noise (Q3470104)
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scientific article; zbMATH DE number 4137299
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | AR models with uniformly distributed noise |
scientific article; zbMATH DE number 4137299 |
Statements
1989
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parameter estimation
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autoregressive models
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white noise
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conditional maximum likelihood method
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maximum likelihood estimation
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iterative method
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numerical example
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AR models with uniformly distributed noise (English)
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0.7877666354179382
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0.7804797291755676
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0.7731239795684814
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0.7683786153793335
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