On the maximum likelihood estimation of the parameters of a Gaussian moving average process (Q3666091)
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scientific article; zbMATH DE number 3818914
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| English | On the maximum likelihood estimation of the parameters of a Gaussian moving average process |
scientific article; zbMATH DE number 3818914 |
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On the maximum likelihood estimation of the parameters of a Gaussian moving average process (English)
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1982
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exact likelihood estimation
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iterative procedure
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solving maximum likelihood equations
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Gaussian moving average process
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